+40.0%
JEPI vs DECK
+23.3%
+16.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -1.4% | -11.4% | +10.0% | -0.2% |
| 6M | +2.6% | -16.6% | +19.2% | +4.3% |
| YTD | +4.0% | -16.4% | +20.4% | +5.3% |
| 1Y | +7.3% | +8.6% | -1.3% | +5.3% |
| 3Y | +31.5% | -15.1% | +46.6% | +27.5% |
| All | +40.0% | +23.3% | +16.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling