+55.8%
JEPQ vs DAL
+161.9%
-106.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | -5.6% | +8.8% | -14.4% | -7.2% |
| 30D | -11.3% | +5.4% | -16.7% | -12.3% |
| 3M | -6.5% | -4.9% | -1.6% | -5.7% |
| 6M | -3.6% | +19.8% | -23.4% | -7.5% |
| YTD | +2.2% | +27.0% | -24.8% | -3.7% |
| 1Y | +4.8% | +52.5% | -47.7% | -5.1% |
| All | +55.8% | +161.9% | -106.1% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling