+29.8%
JEPI vs DBX
+27.0%
+2.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -1.0% | +2.1% | -3.1% | -1.2% |
| 30D | -1.4% | +5.7% | -7.2% | -2.0% |
| 3M | +3.5% | +31.8% | -28.3% | +0.7% |
| 6M | +1.9% | +37.5% | -35.5% | -1.6% |
| YTD | +4.4% | +27.9% | -23.5% | +1.7% |
| 1Y | +7.2% | +15.0% | -7.8% | +5.7% |
| 3Y | +29.8% | +27.2% | +2.6% | +22.0% |
| All | +29.8% | +27.0% | +2.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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