+71.9%
JEPQ vs DAL
+98.4%
-26.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +1.4% | +3.4% | -1.9% | +0.8% |
| 30D | +1.3% | -13.6% | +14.9% | +4.3% |
| 3M | +3.8% | +1.2% | +2.6% | +3.3% |
| 6M | +12.2% | +34.5% | -22.3% | +4.9% |
| YTD | +11.6% | +14.7% | -3.1% | +7.4% |
| 1Y | +19.9% | +29.2% | -9.4% | +12.2% |
| 3Y | +71.9% | +100.0% | -28.1% | +40.2% |
| All | +71.9% | +98.4% | -26.5% | +40.2% |
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 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