-99.9%
DFNS vs JEPQ
+92.4%
-192.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.8% |
| 7D | -3.3% | -0.7% | -2.7% | -3.2% |
| 30D | -73.1% | +0.6% | -73.7% | -73.1% |
| 3M | -71.4% | +5.8% | -77.2% | -71.5% |
| 6M | -93.8% | +9.7% | -103.5% | -93.9% |
| YTD | -98.0% | +10.5% | -108.6% | -98.1% |
| 1Y | -98.2% | +18.4% | -116.6% | -98.2% |
| 3Y | -99.9% | +70.3% | -170.2% | -99.9% |
| All | -99.9% | +92.4% | -192.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling