+82.8%
JEPQ vs DECK
+95.8%
-12.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | -6.6% | +4.9% | -11.4% | -7.4% |
| 3M | -2.6% | -5.8% | +3.3% | -1.8% |
| 6M | +0.5% | -8.6% | +9.0% | +1.3% |
| YTD | +7.1% | -14.7% | +21.9% | +8.5% |
| 1Y | +8.1% | +6.9% | +1.2% | +4.9% |
| 3Y | +61.2% | -16.2% | +77.3% | +52.5% |
| All | +82.8% | +95.8% | -12.9% | +31.5% |
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