+60.9%
JEPQ vs D
+71.1%
-10.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.2% |
| 7D | -0.2% | +0.8% | -1.0% | -0.2% |
| 30D | -8.2% | +10.7% | -18.9% | -8.1% |
| 3M | -4.1% | +2.3% | -6.4% | -4.0% |
| 6M | -0.8% | +12.5% | -13.3% | -0.9% |
| YTD | +5.5% | +20.1% | -14.5% | +5.3% |
| 1Y | +8.4% | +15.6% | -7.2% | +8.2% |
| 3Y | +60.9% | +75.2% | -14.3% | +60.0% |
| All | +60.9% | +71.1% | -10.2% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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