+45.7%
DUK vs JEPQ
+70.7%
-25.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -2.4% | +0.8% | -3.2% | -2.3% |
| 3M | -3.0% | +4.0% | -7.0% | -2.3% |
| 6M | -6.6% | +10.4% | -16.9% | -5.2% |
| YTD | +4.6% | +11.4% | -6.9% | +6.2% |
| 1Y | +1.2% | +18.9% | -17.7% | +3.4% |
| 3Y | +45.7% | +70.3% | -24.6% | +44.0% |
| All | +45.7% | +70.7% | -25.0% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling