+46.0%
DVN vs JEPQ
+19.0%
+27.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.8% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +12.0% | +0.8% | +11.2% | +12.4% |
| 3M | +13.4% | +4.0% | +9.4% | +15.6% |
| 6M | +12.1% | +10.4% | +1.7% | +18.3% |
| YTD | +38.8% | +11.4% | +27.4% | +45.8% |
| 1Y | +46.0% | +18.9% | +27.1% | +66.6% |
| All | +46.0% | +19.0% | +27.1% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling