+94.9%
JEPI vs DPZ
-3.7%
+98.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -0.2% | -1.5% | +1.2% | 0.0% |
| 30D | -0.6% | -4.4% | +3.8% | 0.0% |
| 3M | +4.8% | +7.6% | -2.8% | +3.5% |
| 6M | +2.1% | -16.9% | +19.0% | +4.4% |
| YTD | +4.8% | -18.6% | +23.5% | +7.4% |
| 1Y | +8.4% | -26.7% | +35.1% | +12.7% |
| 3Y | +30.8% | -9.3% | +40.1% | +30.8% |
| 5Y | +41.0% | -31.0% | +72.0% | +42.4% |
| All | +94.9% | -3.7% | +98.6% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling