+45.5%
JEPI vs DOCU
-68.9%
+114.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.3% | +0.7% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | +2.8% | +12.9% | -10.1% | +1.9% |
| 3M | +2.6% | +35.1% | -32.5% | +0.3% |
| 6M | +8.4% | +76.2% | -67.8% | +3.6% |
| YTD | +8.6% | +17.2% | -8.6% | +6.8% |
| 1Y | +10.4% | +16.4% | -6.0% | +8.5% |
| 3Y | +37.1% | +95.6% | -58.5% | +27.8% |
| 5Y | +45.5% | -68.5% | +114.0% | +40.1% |
| All | +45.5% | -68.9% | +114.4% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling