+9.2%
JEPI vs DG
+23.4%
-14.2%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -0.3% | +8.4% | -8.7% | -0.9% |
| 30D | +0.1% | +4.9% | -4.8% | -0.2% |
| 3M | +4.8% | +29.3% | -24.6% | +2.6% |
| 6M | +1.0% | -11.3% | +12.3% | +1.6% |
| YTD | +5.5% | +1.8% | +3.7% | +5.3% |
| 1Y | +9.2% | +25.3% | -16.1% | +7.2% |
| All | +9.2% | +23.4% | -14.2% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling