-38.6%
JD vs JEPI
+95.7%
-134.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.3% |
| 7D | -1.7% | -0.3% | -1.3% | -1.3% |
| 30D | -13.2% | +0.1% | -13.3% | -13.3% |
| 3M | -3.2% | +4.8% | -7.9% | -8.4% |
| 6M | +15.2% | +1.0% | +14.2% | +13.7% |
| YTD | +2.0% | +5.5% | -3.5% | -4.5% |
| 1Y | -5.4% | +9.2% | -14.6% | -14.9% |
| 3Y | -9.1% | +31.2% | -40.3% | -34.4% |
| 5Y | -59.6% | +41.4% | -101.0% | -73.2% |
| All | -38.6% | +95.7% | -134.4% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling