-99.9%
DFNS vs JEPQ
+94.0%
-193.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.8% |
| 7D | -6.3% | -0.2% | -6.2% | -6.3% |
| 30D | -74.0% | +0.8% | -74.7% | -74.0% |
| 3M | -70.1% | +4.0% | -74.1% | -70.2% |
| 6M | -93.9% | +10.4% | -104.3% | -93.9% |
| YTD | -98.1% | +11.4% | -109.5% | -98.1% |
| 1Y | -98.3% | +18.9% | -117.2% | -98.3% |
| 3Y | -99.9% | +70.3% | -170.2% | -99.9% |
| All | -99.9% | +94.0% | -193.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling