-10.3%
DVN vs JEPQ
+92.4%
-102.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.7% |
| 7D | +2.5% | -0.7% | +3.2% | +3.0% |
| 30D | +10.2% | +0.6% | +9.6% | +9.7% |
| 3M | +8.1% | +5.8% | +2.3% | +2.7% |
| 6M | +15.9% | +9.7% | +6.2% | +6.3% |
| YTD | +38.2% | +10.5% | +27.7% | +25.4% |
| 1Y | +44.5% | +18.4% | +26.1% | +22.5% |
| 3Y | +5.1% | +70.3% | -65.2% | -36.6% |
| All | -10.3% | +92.4% | -102.7% | -50.7% |
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