+158.1%
DASH vs JEPQ
+72.7%
+85.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -5.0% |
| 7D | -10.6% | +0.7% | -11.2% | -11.3% |
| 30D | +2.2% | +2.0% | +0.2% | -0.4% |
| 3M | +32.3% | +2.0% | +30.3% | +28.2% |
| 6M | +19.1% | +10.4% | +8.7% | +3.7% |
| YTD | -6.5% | +11.6% | -18.1% | -19.6% |
| 1Y | -14.9% | +20.7% | -35.6% | -33.9% |
| All | +158.1% | +72.7% | +85.4% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling