-9.9%
DVN vs JEPQ
+94.0%
-103.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | +4.5% | -0.2% | +4.7% | +4.6% |
| 30D | +12.0% | +0.8% | +11.2% | +11.3% |
| 3M | +13.4% | +4.0% | +9.4% | +9.4% |
| 6M | +12.1% | +10.4% | +1.7% | +2.4% |
| YTD | +38.8% | +11.4% | +27.4% | +25.2% |
| 1Y | +46.0% | +18.9% | +27.1% | +23.5% |
| 3Y | +9.5% | +70.3% | -60.8% | -33.8% |
| All | -9.9% | +94.0% | -103.9% | -50.8% |
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