+145.5%
DASH vs JEPQ
+94.2%
+51.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -11.2% | +1.4% | -12.6% | -13.3% |
| 30D | -7.3% | +1.3% | -8.6% | -9.5% |
| 3M | +31.4% | +3.8% | +27.6% | +22.1% |
| 6M | +11.9% | +12.2% | -0.3% | -9.5% |
| YTD | -11.5% | +11.6% | -23.1% | -27.6% |
| 1Y | -20.0% | +19.9% | -39.9% | -42.2% |
| 3Y | +143.9% | +71.9% | +72.0% | -15.6% |
| All | +145.5% | +94.2% | +51.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 10y: compounded portfolio wealth divided by compounded JEPQ 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…
10y analysis · Full analysis span regression · 6 months rolling