+10.6%
JEPI vs DPZ
-14.7%
+25.3%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.8% | +1.2% |
| 7D | +1.5% | +10.1% | -8.6% | +0.5% |
| 30D | +3.6% | +14.6% | -11.1% | +2.2% |
| 3M | +2.3% | -6.8% | +9.1% | +2.9% |
| 6M | +5.6% | +4.4% | +1.3% | +5.0% |
| YTD | +7.5% | -16.8% | +24.3% | +9.3% |
| 1Y | +10.6% | -14.5% | +25.1% | +11.7% |
| All | +10.6% | -14.7% | +25.3% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling