+94.6%
JEPI vs DECK
+220.8%
-126.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | -2.0% | +5.8% | -7.7% | -2.6% |
| 30D | 0.0% | +7.9% | -7.9% | -0.9% |
| 3M | -0.8% | -11.4% | +10.6% | +0.4% |
| 6M | +3.2% | -16.6% | +19.8% | +4.9% |
| YTD | +4.7% | -16.4% | +21.0% | +5.9% |
| 1Y | +8.0% | +8.6% | -0.7% | +6.1% |
| 3Y | +32.3% | -15.1% | +47.4% | +29.5% |
| 5Y | +40.5% | +22.9% | +17.6% | +27.4% |
| All | +94.6% | +220.8% | -126.2% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling