+80.2%
JEPQ vs D
+3.5%
+76.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.3% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | -8.2% | +10.7% | -18.9% | -9.0% |
| 3M | -4.1% | +2.3% | -6.4% | -4.3% |
| 6M | -0.8% | +12.5% | -13.3% | -2.1% |
| YTD | +5.5% | +20.1% | -14.5% | +3.2% |
| 1Y | +8.4% | +15.6% | -7.2% | +6.5% |
| 3Y | +60.9% | +75.2% | -14.3% | +46.2% |
| All | +80.2% | +3.5% | +76.7% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling