+28.4%
DUK vs JEPQ
+92.4%
-64.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -2.2% | +0.6% | -2.8% | -2.3% |
| 3M | -3.7% | +5.8% | -9.5% | -4.1% |
| 6M | -6.3% | +9.7% | -16.0% | -7.2% |
| YTD | +4.5% | +10.5% | -6.0% | +3.4% |
| 1Y | +1.8% | +18.4% | -16.6% | -0.3% |
| 3Y | +46.8% | +70.3% | -23.5% | +28.6% |
| All | +28.4% | +92.4% | -64.0% | +3.3% |
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