+29.5%
JEPI vs DPZ
-12.8%
+42.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | 0.0% |
| 7D | -1.1% | -7.3% | +6.1% | -0.1% |
| 30D | -1.3% | -7.6% | +6.3% | -0.3% |
| 3M | +3.3% | +1.8% | +1.5% | +2.8% |
| 6M | +1.0% | -21.8% | +22.8% | +4.4% |
| YTD | +4.2% | -22.0% | +26.2% | +7.7% |
| 1Y | +7.9% | -28.6% | +36.5% | +12.9% |
| All | +29.5% | -12.8% | +42.4% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling