+101.1%
JEPI vs DOCU
-38.8%
+139.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +2.7% | +4.1% | -1.3% | +2.5% |
| 30D | +2.5% | +7.4% | -4.8% | +2.1% |
| 3M | +1.9% | +26.0% | -24.1% | +0.4% |
| 6M | +7.7% | +79.2% | -71.5% | +3.5% |
| YTD | +8.2% | +18.1% | -9.9% | +6.4% |
| 1Y | +10.4% | +20.5% | -10.1% | +8.4% |
| 3Y | +36.5% | +96.4% | -59.9% | +28.6% |
| 5Y | +44.2% | -69.5% | +113.7% | +41.8% |
| All | +101.1% | -38.8% | +139.9% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling