+1,170.5%
DELL vs JEPQ
+94.0%
+1,076.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +10.6% |
| 7D | +8.2% | -0.2% | +8.4% | +8.7% |
| 30D | +17.1% | +0.8% | +16.3% | +16.2% |
| 3M | +45.2% | +4.0% | +41.2% | +37.8% |
| 6M | +286.8% | +10.4% | +276.4% | +235.7% |
| YTD | +354.8% | +11.4% | +343.3% | +290.0% |
| 1Y | +358.3% | +18.9% | +339.3% | +255.2% |
| 3Y | +724.9% | +70.3% | +654.6% | +306.6% |
| All | +1,170.5% | +94.0% | +1,076.5% | +463.6% |
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