+67.2%
DIA vs JEPQ
+94.2%
-27.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.1% | +1.4% | -1.4% | -0.9% |
| 30D | -2.1% | +1.3% | -3.4% | -3.0% |
| 3M | +4.2% | +3.8% | +0.3% | +1.2% |
| 6M | +11.9% | +12.2% | -0.3% | +2.8% |
| YTD | +10.8% | +11.6% | -0.7% | +2.2% |
| 1Y | +17.5% | +19.9% | -2.4% | +2.8% |
| 3Y | +59.9% | +71.9% | -12.0% | +7.0% |
| All | +67.2% | +94.2% | -27.1% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling