-41.3%
JD vs JEPI
+92.4%
-133.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | -2.6% | -2.0% | -0.6% | -0.2% |
| 30D | -15.4% | -2.0% | -13.3% | -13.3% |
| 3M | -5.0% | +3.8% | -8.8% | -9.2% |
| 6M | +0.9% | +0.8% | +0.1% | -0.2% |
| YTD | -2.5% | +3.7% | -6.2% | -6.8% |
| 1Y | -16.0% | +7.1% | -23.1% | -22.7% |
| 3Y | -8.5% | +29.4% | -37.9% | -32.9% |
| 5Y | -61.8% | +40.8% | -102.5% | -74.5% |
| All | -41.3% | +92.4% | -133.8% | -74.2% |
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