-99.6%
DFNS vs JEPQ
+8.1%
-107.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.9% | -19.3% | -20.2% |
| 7D | -27.7% | -4.9% | -22.8% | -19.9% |
| 30D | -58.0% | -6.7% | -51.3% | -51.4% |
| 3M | -94.0% | -3.0% | -91.0% | -93.5% |
| 6M | -94.6% | +1.4% | -96.0% | -94.5% |
| YTD | -99.4% | +6.5% | -105.9% | -99.5% |
| 1Y | -99.6% | +8.4% | -108.0% | -99.7% |
| All | -99.6% | +8.1% | -107.8% | -99.7% |
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