+76.7%
DDOG vs JEPQ
+94.2%
-17.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -6.1% | +1.4% | -7.5% | -8.3% |
| 30D | -10.1% | +1.3% | -11.5% | -12.0% |
| 3M | -9.3% | +3.8% | -13.1% | -15.8% |
| 6M | +67.2% | +12.2% | +55.0% | +35.1% |
| YTD | +54.6% | +11.6% | +43.0% | +26.7% |
| 1Y | +54.1% | +19.9% | +34.2% | +10.7% |
| 3Y | +115.3% | +71.9% | +43.4% | -25.9% |
| All | +76.7% | +94.2% | -17.6% | -46.9% |
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