+60.5%
JEPQ vs DAR
+33.7%
+26.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | +3.4% | +11.6% | -8.2% | +2.3% |
| 30D | -5.6% | -10.2% | +4.6% | -4.7% |
| 3M | -4.2% | -14.8% | +10.7% | -2.9% |
| 6M | -0.2% | -10.1% | +9.9% | +0.5% |
| YTD | +6.7% | +55.5% | -48.8% | +1.2% |
| 1Y | +9.5% | +61.7% | -52.2% | +3.3% |
| 3Y | +60.5% | +37.2% | +23.4% | +50.0% |
| All | +60.5% | +33.7% | +26.8% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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