-7.2%
JD vs JEPI
+29.8%
-37.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.8% |
| 7D | -3.0% | -1.1% | -1.8% | -1.7% |
| 30D | -19.3% | -1.3% | -18.1% | -18.2% |
| 3M | -6.0% | +3.3% | -9.4% | -9.6% |
| 6M | +1.8% | +1.0% | +0.8% | +0.5% |
| YTD | -2.6% | +4.2% | -6.8% | -7.4% |
| 1Y | -17.4% | +7.9% | -25.4% | -24.7% |
| All | -7.2% | +29.8% | -37.0% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling