+90.5%
JEPQ vs DECK
+90.1%
+0.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | +0.1% |
| 7D | +0.7% | -2.2% | +2.9% | +1.0% |
| 30D | +2.0% | -13.6% | +15.6% | +4.3% |
| 3M | +2.0% | -21.2% | +23.2% | +5.7% |
| 6M | +10.4% | -21.1% | +31.5% | +14.0% |
| YTD | +11.6% | -17.2% | +28.8% | +13.8% |
| 1Y | +20.7% | -30.7% | +51.4% | +26.6% |
| 3Y | +70.8% | -3.4% | +74.2% | +55.4% |
| All | +90.5% | +90.1% | +0.4% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling