+40.8%
JEPI vs DPZ
-34.0%
+74.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -2.0% | -8.6% | +6.5% | -0.7% |
| 30D | -2.0% | -11.2% | +9.2% | -0.3% |
| 3M | +3.8% | +1.4% | +2.4% | +3.2% |
| 6M | +0.8% | -19.9% | +20.7% | +4.0% |
| YTD | +3.7% | -23.0% | +26.7% | +7.5% |
| 1Y | +7.1% | -28.2% | +35.3% | +12.2% |
| 3Y | +29.4% | -14.2% | +43.6% | +30.1% |
| 5Y | +40.8% | -33.4% | +74.1% | +49.4% |
| All | +40.8% | -34.0% | +74.8% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling