+94.2%
JEPI vs DPZ
-10.5%
+104.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -1.0% | -8.6% | +7.6% | +0.2% |
| 30D | -1.4% | -11.9% | +10.5% | +0.2% |
| 3M | +3.5% | +0.4% | +3.1% | +3.2% |
| 6M | +1.9% | -19.9% | +21.8% | +4.7% |
| YTD | +4.4% | -24.4% | +28.8% | +8.1% |
| 1Y | +7.2% | -30.4% | +37.6% | +12.2% |
| 3Y | +29.8% | -17.4% | +47.1% | +31.4% |
| 5Y | +41.7% | -34.6% | +76.3% | +44.4% |
| All | +94.2% | -10.5% | +104.7% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling