+8.0%
JEPI vs DOC
+20.9%
-12.9%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.0% | +6.5% | -8.4% | -2.3% |
| 30D | 0.0% | +9.2% | -9.2% | -0.6% |
| 3M | -0.8% | -2.5% | +1.7% | -0.7% |
| 6M | +3.2% | +7.1% | -3.8% | +2.9% |
| YTD | +4.7% | +33.0% | -28.3% | +2.7% |
| 1Y | +8.0% | +23.3% | -15.3% | +7.1% |
| All | +8.0% | +20.9% | -12.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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