+94.9%
JEPI vs DRI
+228.1%
-133.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | +4.8% | +9.5% | -4.7% | +3.2% |
| 6M | +2.1% | +6.5% | -4.4% | +0.9% |
| YTD | +4.8% | +18.4% | -13.6% | +1.7% |
| 1Y | +8.4% | +4.2% | +4.2% | +7.2% |
| 3Y | +30.8% | +57.1% | -26.3% | +21.0% |
| 5Y | +41.0% | +70.4% | -29.4% | +27.5% |
| All | +94.9% | +228.1% | -133.2% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling