+72.9%
JEPQ vs DECK
+92.1%
-19.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.4% |
| 7D | -5.6% | +5.8% | -11.4% | -6.5% |
| 30D | -11.3% | +7.9% | -19.2% | -12.5% |
| 3M | -7.4% | -11.4% | +4.0% | -5.8% |
| 6M | -4.5% | -16.6% | +12.1% | -2.2% |
| YTD | +1.3% | -16.4% | +17.7% | +2.9% |
| 1Y | +3.8% | +8.6% | -4.8% | +0.4% |
| 3Y | +54.8% | -15.1% | +69.9% | +45.8% |
| All | +72.9% | +92.1% | -19.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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