+98.6%
JEPI vs DOCU
-41.1%
+139.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +0.3% | -4.8% | +5.1% | +0.7% |
| 30D | +1.4% | +9.4% | -7.9% | +0.9% |
| 3M | +1.3% | +29.0% | -27.7% | -0.5% |
| 6M | +6.3% | +62.3% | -56.0% | +2.8% |
| YTD | +6.8% | +13.7% | -6.9% | +5.4% |
| 1Y | +9.8% | +11.5% | -1.7% | +8.4% |
| 3Y | +36.0% | +94.2% | -58.2% | +28.3% |
| 5Y | +43.4% | -71.7% | +115.1% | +41.4% |
| All | +98.6% | -41.1% | +139.7% | +92.4% |
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