+98.6%
JEPI vs DECK
+234.5%
-136.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +1.6% |
| 7D | +0.3% | +6.4% | -6.0% | -0.3% |
| 30D | +1.4% | +9.1% | -7.7% | +0.5% |
| 3M | +1.3% | -7.2% | +8.5% | +1.9% |
| 6M | +6.3% | -9.9% | +16.3% | +7.2% |
| YTD | +6.8% | -12.8% | +19.6% | +7.6% |
| 1Y | +9.8% | +10.6% | -0.8% | +7.7% |
| 3Y | +36.0% | -13.8% | +49.8% | +32.9% |
| 5Y | +43.4% | +27.6% | +15.8% | +29.4% |
| All | +98.6% | +234.5% | -136.0% | +63.9% |
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