+96.1%
JEPI vs DOCU
-48.2%
+144.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.6% |
| 7D | -0.3% | +6.9% | -7.2% | -0.8% |
| 30D | +0.1% | +19.0% | -18.9% | -1.0% |
| 3M | +4.8% | +34.3% | -29.5% | +2.6% |
| 6M | +1.0% | +48.0% | -47.0% | -1.9% |
| YTD | +5.5% | 0.0% | +5.5% | +5.0% |
| 1Y | +9.2% | -10.3% | +19.5% | +9.3% |
| 3Y | +31.2% | +32.4% | -1.2% | +26.6% |
| 5Y | +41.4% | -77.9% | +119.3% | +41.0% |
| All | +96.1% | -48.2% | +144.3% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling