+94.2%
JEPI vs DOV
+127.2%
-33.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -1.0% | -2.0% | +1.0% | -0.4% |
| 30D | -1.4% | -8.9% | +7.5% | +1.2% |
| 3M | +3.5% | -13.3% | +16.8% | +7.5% |
| 6M | +1.9% | -9.7% | +11.6% | +4.3% |
| YTD | +4.4% | -2.5% | +6.9% | +4.3% |
| 1Y | +7.2% | +7.2% | 0.0% | +3.8% |
| 3Y | +29.8% | +39.4% | -9.6% | +14.5% |
| 5Y | +41.7% | +15.8% | +25.9% | +28.2% |
| All | +94.2% | +127.2% | -33.0% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 10y: compounded portfolio wealth divided by compounded DOV 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…
10y analysis · Full analysis span regression · 6 months rolling