+159.3%
DASH vs JEPQ
+94.3%
+65.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -5.1% |
| 7D | -10.6% | +0.7% | -11.2% | -11.6% |
| 30D | +2.2% | +2.0% | +0.2% | -1.3% |
| 3M | +32.3% | +2.0% | +30.3% | +26.5% |
| 6M | +19.1% | +10.4% | +8.7% | -0.9% |
| YTD | -6.5% | +11.6% | -18.1% | -23.6% |
| 1Y | -14.9% | +20.7% | -35.6% | -39.2% |
| 3Y | +151.9% | +70.8% | +81.1% | -11.6% |
| All | +159.3% | +94.3% | +65.1% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling