+88.7%
JEPQ vs DD
+64.8%
+23.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.7% | -2.9% | +2.3% | +0.2% |
| 30D | +0.6% | -11.5% | +12.0% | +4.2% |
| 3M | +5.8% | -5.4% | +11.2% | +7.4% |
| 6M | +9.7% | -6.9% | +16.6% | +11.3% |
| YTD | +10.5% | +6.9% | +3.7% | +7.1% |
| 1Y | +18.4% | +35.6% | -17.2% | +5.7% |
| 3Y | +70.3% | +42.5% | +27.8% | +45.5% |
| All | +88.7% | +64.8% | +23.9% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling