-39.4%
JD vs JEPI
+100.7%
-140.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.7% |
| 7D | -4.1% | +2.7% | -6.8% | -7.1% |
| 30D | +4.6% | +2.5% | +2.1% | +1.3% |
| 3M | -4.7% | +1.9% | -6.7% | -7.2% |
| 6M | -17.4% | +7.7% | -25.1% | -24.6% |
| YTD | +0.7% | +8.2% | -7.4% | -8.7% |
| 1Y | -5.9% | +10.4% | -16.3% | -16.8% |
| 3Y | +18.9% | +36.5% | -17.6% | -18.5% |
| 5Y | -62.9% | +44.2% | -107.1% | -76.1% |
| All | -39.4% | +100.7% | -140.1% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling