-62.4%
JD vs JEPI
+44.0%
-106.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| 3M | -4.7% | +1.9% | -6.7% | -7.2% |
| 6M | -17.4% | +7.7% | -25.1% | -24.8% |
| YTD | +0.7% | +8.2% | -7.4% | -8.9% |
| 1Y | -5.9% | +10.4% | -16.3% | -17.0% |
| 3Y | +18.9% | +36.5% | -17.6% | -19.9% |
| All | -62.4% | +44.0% | -106.4% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling