+94.9%
JEPI vs DD
+142.6%
-47.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | -0.6% | -7.4% | +6.8% | +1.0% |
| 3M | +4.8% | -6.4% | +11.2% | +6.1% |
| 6M | +2.1% | -2.5% | +4.6% | +2.1% |
| YTD | +4.8% | +10.2% | -5.4% | +1.9% |
| 1Y | +8.4% | +36.9% | -28.5% | +0.3% |
| 3Y | +30.8% | +47.0% | -16.2% | +17.0% |
| 5Y | +41.0% | +63.1% | -22.2% | +21.3% |
| All | +94.9% | +142.6% | -47.7% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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