+56.3%
JEPQ vs DECK
-13.4%
+69.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.3% |
| 7D | -5.6% | +5.8% | -11.4% | -6.3% |
| 30D | -11.3% | +7.9% | -19.2% | -12.2% |
| 3M | -6.5% | -11.4% | +4.9% | -5.2% |
| 6M | -3.6% | -16.6% | +13.0% | -1.8% |
| YTD | +2.2% | -16.4% | +18.6% | +3.6% |
| 1Y | +4.8% | +8.6% | -3.9% | +2.0% |
| 3Y | +56.3% | -15.1% | +71.4% | +55.5% |
| All | +56.3% | -13.4% | +69.7% | +55.5% |
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 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