+90.2%
JEPQ vs DBX
+63.3%
+26.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.5% |
| 7D | -0.2% | +2.1% | -2.2% | -0.6% |
| 30D | +0.8% | +5.7% | -5.0% | -0.5% |
| 3M | +4.0% | +31.8% | -27.8% | -2.6% |
| 6M | +10.4% | +37.5% | -27.1% | +1.5% |
| YTD | +11.4% | +27.9% | -16.5% | +4.3% |
| 1Y | +18.9% | +15.0% | +3.9% | +14.1% |
| 3Y | +70.3% | +27.2% | +43.1% | +52.4% |
| All | +90.2% | +63.3% | +26.9% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling