+5.0%
DIS vs JEPQ
+87.7%
-82.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.9% | +5.7% | -4.9% | -3.6% |
| 30D | +8.9% | -5.9% | +14.8% | +14.0% |
| 3M | +14.5% | -2.5% | +17.0% | +16.1% |
| 6M | +12.2% | +1.3% | +11.0% | +9.0% |
| YTD | +4.7% | +7.8% | -3.1% | -4.5% |
| 1Y | +2.8% | +8.8% | -5.9% | -7.0% |
| 3Y | +38.1% | +62.3% | -24.1% | -19.3% |
| All | +5.0% | +87.7% | -82.8% | -46.9% |
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 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