+74.5%
JEPQ vs DAL
+111.9%
-37.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | -5.6% | +8.8% | -14.4% | -7.5% |
| 30D | -11.3% | +5.4% | -16.7% | -12.5% |
| 3M | -6.5% | -4.9% | -1.6% | -5.6% |
| 6M | -3.6% | +19.8% | -23.4% | -8.2% |
| YTD | +2.2% | +27.0% | -24.8% | -4.6% |
| 1Y | +4.8% | +52.5% | -47.7% | -6.7% |
| 3Y | +56.3% | +173.8% | -117.6% | +11.8% |
| All | +74.5% | +111.9% | -37.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling