+53.0%
JEPQ vs DECK
-12.4%
+65.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.4% | -5.8% |
| 7D | -9.5% | +6.0% | -15.6% | -10.2% |
| 30D | -12.3% | +7.4% | -19.8% | -13.1% |
| 3M | -8.5% | -11.7% | +3.1% | -7.2% |
| 6M | -5.0% | -11.0% | +5.9% | -4.1% |
| YTD | +0.1% | -15.4% | +15.5% | +1.3% |
| 1Y | +1.3% | +7.2% | -5.9% | -1.1% |
| All | +53.0% | -12.4% | +65.4% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling