+79.3%
JEPQ vs DECK
+98.9%
-19.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -1.4% | +6.8% | -8.1% | -2.4% |
| 30D | -8.6% | +8.3% | -17.0% | -9.9% |
| 3M | -4.5% | -7.9% | +3.3% | -3.5% |
| 6M | -1.3% | -10.6% | +9.3% | -0.1% |
| YTD | +5.0% | -13.4% | +18.4% | +6.1% |
| 1Y | +5.9% | +12.5% | -6.6% | +1.9% |
| 3Y | +58.0% | -14.9% | +72.9% | +49.2% |
| All | +79.3% | +98.9% | -19.6% | +28.6% |
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