+41.8%
JEPI vs DRI
+65.5%
-23.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -1.0% | -3.2% | +2.2% | -0.4% |
| 30D | -1.4% | -7.8% | +6.4% | +0.1% |
| 3M | +3.5% | +0.4% | +3.2% | +3.3% |
| 6M | +1.9% | +4.8% | -2.9% | +0.6% |
| YTD | +4.4% | +16.7% | -12.3% | +0.5% |
| 1Y | +7.2% | +1.5% | +5.7% | +6.1% |
| 3Y | +29.8% | +56.3% | -26.5% | +15.9% |
| All | +41.8% | +65.5% | -23.6% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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