-7.5%
DIS vs JEPQ
+94.0%
-101.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -3.5% | +1.1% | -4.6% | -4.4% |
| 30D | +1.0% | +1.3% | -0.3% | -0.2% |
| 3M | +5.7% | +4.7% | +1.0% | +0.7% |
| 6M | +3.3% | +10.6% | -7.4% | -6.8% |
| YTD | -7.7% | +11.4% | -19.2% | -17.5% |
| 1Y | -10.0% | +19.4% | -29.4% | -25.0% |
| 3Y | +31.7% | +71.7% | -40.0% | -26.8% |
| All | -7.5% | +94.0% | -101.5% | -54.2% |
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