+94.6%
JEPI vs DOCU
-41.2%
+135.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.2% |
| 7D | -2.0% | -5.5% | +3.6% | -1.6% |
| 30D | 0.0% | +12.6% | -12.7% | -0.8% |
| 3M | -0.8% | +36.4% | -37.2% | -2.8% |
| 6M | +3.2% | +66.8% | -63.6% | -0.4% |
| YTD | +4.7% | +13.5% | -8.8% | +3.3% |
| 1Y | +8.0% | +11.3% | -3.3% | +6.6% |
| 3Y | +32.3% | +92.1% | -59.8% | +24.8% |
| 5Y | +40.5% | -71.0% | +111.5% | +38.5% |
| All | +94.6% | -41.2% | +135.8% | +88.6% |
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