-10.1%
DHR vs JEPQ
+94.0%
-104.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -3.6% | -0.2% | -3.5% | -3.5% |
| 30D | -2.7% | +0.8% | -3.5% | -3.3% |
| 3M | +10.9% | +4.0% | +7.0% | +6.9% |
| 6M | +3.0% | +10.4% | -7.4% | -5.7% |
| YTD | -12.2% | +11.4% | -23.6% | -20.3% |
| 1Y | +3.3% | +18.9% | -15.6% | -11.5% |
| 3Y | -8.2% | +70.3% | -78.5% | -44.3% |
| All | -10.1% | +94.0% | -104.0% | -51.6% |
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 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