+90.4%
JEPQ vs D
+0.4%
+90.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +1.4% | +0.8% | +0.7% | +1.4% |
| 30D | +1.3% | -0.7% | +2.1% | +1.4% |
| 3M | +3.8% | +2.1% | +1.8% | +3.5% |
| 6M | +12.2% | +6.8% | +5.3% | +11.2% |
| YTD | +11.6% | +16.5% | -5.0% | +9.4% |
| 1Y | +19.9% | +19.2% | +0.7% | +17.1% |
| 3Y | +71.9% | +61.9% | +10.0% | +58.4% |
| All | +90.4% | +0.4% | +90.0% | +108.8% |
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