+90.2%
JEPQ vs DD
+64.4%
+25.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.2% | -3.5% | +3.3% | +0.9% |
| 30D | +0.8% | -11.7% | +12.4% | +4.5% |
| 3M | +4.0% | -9.2% | +13.2% | +6.8% |
| 6M | +10.4% | -7.2% | +17.6% | +12.2% |
| YTD | +11.4% | +6.6% | +4.8% | +8.0% |
| 1Y | +18.9% | +32.0% | -13.1% | +7.1% |
| 3Y | +70.3% | +42.1% | +28.2% | +45.6% |
| All | +90.2% | +64.4% | +25.8% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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