+44.1%
JEPI vs DOCU
-69.6%
+113.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +2.7% | +4.1% | -1.3% | +2.4% |
| 30D | +2.5% | +7.4% | -4.8% | +2.0% |
| 3M | +1.9% | +26.0% | -24.1% | +0.2% |
| 6M | +7.7% | +79.2% | -71.5% | +2.9% |
| YTD | +8.2% | +18.1% | -9.9% | +6.2% |
| 1Y | +10.4% | +20.5% | -10.1% | +8.2% |
| 3Y | +36.5% | +96.4% | -59.9% | +27.2% |
| All | +44.1% | -69.6% | +113.8% | +38.4% |
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 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