+41.8%
JEPI vs DG
-37.9%
+79.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | -1.0% | -6.5% | +5.5% | -0.5% |
| 30D | -1.4% | +4.2% | -5.6% | -1.7% |
| 3M | +3.5% | +9.5% | -6.0% | +2.8% |
| 6M | +1.9% | -13.1% | +15.1% | +2.7% |
| YTD | +4.4% | -4.8% | +9.3% | +4.5% |
| 1Y | +7.2% | +20.6% | -13.4% | +5.4% |
| 3Y | +29.8% | +4.9% | +24.8% | +27.3% |
| All | +41.8% | -37.9% | +79.7% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling