+111.4%
DASH vs JEPQ
+86.0%
+25.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.8% |
| 7D | -4.1% | +5.7% | -9.8% | -12.3% |
| 30D | -10.6% | -6.8% | -3.8% | -0.9% |
| 3M | -18.8% | -3.4% | -15.4% | -15.3% |
| 6M | +11.2% | +0.3% | +10.9% | +7.6% |
| YTD | -23.8% | +6.8% | -30.6% | -33.9% |
| 1Y | -12.2% | +7.7% | -19.9% | -25.0% |
| 3Y | +97.3% | +60.7% | +36.6% | -24.1% |
| All | +111.4% | +86.0% | +25.4% | -29.1% |
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