+90.4%
JEPQ vs DBX
+55.3%
+35.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | +1.4% | -1.3% | +2.8% | +1.7% |
| 30D | +1.3% | -2.9% | +4.2% | +1.8% |
| 3M | +3.8% | +23.8% | -20.0% | -1.5% |
| 6M | +12.2% | +26.2% | -14.0% | +5.2% |
| YTD | +11.6% | +21.6% | -10.1% | +5.5% |
| 1Y | +19.9% | +11.4% | +8.4% | +15.6% |
| 3Y | +71.9% | +21.3% | +50.6% | +55.4% |
| All | +90.4% | +55.3% | +35.1% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling