+121.7%
DASH vs JEPQ
+83.8%
+37.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -4.3% |
| 7D | -4.8% | -0.2% | -4.5% | -4.3% |
| 30D | -7.9% | -8.2% | +0.3% | +4.5% |
| 3M | -16.3% | -4.1% | -12.2% | -11.7% |
| 6M | +10.4% | -0.8% | +11.2% | +8.7% |
| YTD | -20.1% | +5.5% | -25.6% | -29.3% |
| 1Y | -11.4% | +8.4% | -19.8% | -25.4% |
| 3Y | +114.1% | +60.9% | +53.2% | -18.4% |
| All | +121.7% | +83.8% | +37.9% | -24.3% |
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