+29.8%
JEPI vs DUOL
-9.6%
+39.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -1.0% | -7.0% | +6.0% | -0.7% |
| 30D | -1.4% | +6.7% | -8.1% | -1.8% |
| 3M | +3.5% | +16.0% | -12.5% | +2.5% |
| 6M | +1.9% | +45.4% | -43.5% | -0.5% |
| YTD | +4.4% | -18.1% | +22.6% | +5.1% |
| 1Y | +7.2% | -53.6% | +60.7% | +11.2% |
| 3Y | +29.8% | -11.0% | +40.7% | +27.3% |
| All | +29.8% | -9.6% | +39.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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