+84.1%
JEPQ vs DAL
+110.3%
-26.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +5.0% | +1.0% |
| 7D | +5.7% | +1.4% | +4.3% | +5.3% |
| 30D | -5.9% | +9.1% | -15.0% | -7.9% |
| 3M | -2.5% | -3.5% | +1.0% | -1.9% |
| 6M | +1.3% | +23.4% | -22.1% | -4.3% |
| YTD | +7.8% | +26.0% | -18.2% | +0.7% |
| 1Y | +8.8% | +44.6% | -35.9% | -1.9% |
| 3Y | +62.3% | +162.7% | -100.5% | +17.4% |
| All | +84.1% | +110.3% | -26.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling