-99.9%
DFNS vs JEPQ
+70.7%
-170.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +4.6% | +1.1% | +3.6% | +4.2% |
| 30D | -73.9% | +1.3% | -75.2% | -73.9% |
| 3M | -71.7% | +4.7% | -76.4% | -71.8% |
| 6M | -94.6% | +10.6% | -105.2% | -94.6% |
| YTD | -98.1% | +11.4% | -109.5% | -98.1% |
| 1Y | -98.3% | +19.4% | -117.7% | -98.3% |
| All | -99.9% | +70.7% | -170.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling