+82.2%
JEPQ vs DAR
-26.4%
+108.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | +3.4% | +11.6% | -8.2% | +1.8% |
| 30D | -5.6% | -10.2% | +4.6% | -4.3% |
| 3M | -4.2% | -14.8% | +10.7% | -2.3% |
| 6M | -0.2% | -10.1% | +9.9% | +0.8% |
| YTD | +6.7% | +55.5% | -48.8% | -0.8% |
| 1Y | +9.5% | +61.7% | -52.2% | +1.1% |
| 3Y | +60.5% | +37.2% | +23.4% | +46.9% |
| All | +82.2% | -26.4% | +108.6% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling