+35.0%
JEPI vs DOCU
+94.3%
-59.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | -3.4% | +3.9% | +0.8% |
| 30D | +1.6% | +9.3% | -7.7% | +1.0% |
| 3M | +1.3% | +30.2% | -28.9% | -0.6% |
| 6M | +6.5% | +62.1% | -55.7% | +2.6% |
| YTD | +6.9% | +13.5% | -6.6% | +5.9% |
| 1Y | +9.4% | +11.5% | -2.1% | +8.4% |
| 3Y | +35.0% | +89.5% | -54.5% | +28.9% |
| All | +35.0% | +94.3% | -59.4% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling