+19.8%
DDOG vs JEPQ
+8.1%
+11.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.9% | -15.3% | -15.5% |
| 7D | -32.2% | -4.9% | -27.3% | -27.7% |
| 30D | -31.7% | -6.7% | -25.1% | -25.7% |
| 3M | -34.5% | -3.0% | -31.5% | -31.0% |
| 6M | +28.7% | +1.4% | +27.3% | +29.3% |
| YTD | +38.8% | +6.5% | +32.3% | +32.8% |
| 1Y | +19.8% | +8.4% | +11.4% | +13.7% |
| All | +19.8% | +8.1% | +11.7% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling