+94.2%
JEPI vs DGX
+132.9%
-38.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -1.4% | -1.2% | -0.3% | -1.2% |
| 3M | +3.5% | +15.8% | -12.2% | +0.8% |
| 6M | +1.9% | +18.2% | -16.2% | -1.3% |
| YTD | +4.4% | +37.2% | -32.8% | -1.8% |
| 1Y | +7.2% | +30.4% | -23.2% | +1.7% |
| 3Y | +29.8% | +96.7% | -66.9% | +12.9% |
| 5Y | +41.7% | +67.2% | -25.4% | +25.0% |
| All | +94.2% | +132.9% | -38.7% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 all: compounded portfolio wealth divided by compounded DGX 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…
all analysis · Full analysis span regression · 6 months rolling