+86.3%
DDOG vs JEPQ
+92.4%
-6.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.2% |
| 7D | +3.2% | -0.7% | +3.9% | +4.4% |
| 30D | -10.2% | +0.6% | -10.7% | -10.8% |
| 3M | -2.6% | +5.8% | -8.4% | -12.5% |
| 6M | +80.1% | +9.7% | +70.5% | +51.4% |
| YTD | +63.0% | +10.5% | +52.5% | +35.7% |
| 1Y | +59.4% | +18.4% | +41.0% | +16.9% |
| 3Y | +127.0% | +70.3% | +56.7% | -20.6% |
| All | +86.3% | +92.4% | -6.1% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling