+70.9%
JEPQ vs DECK
+94.3%
-23.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.4% | -5.7% |
| 7D | -9.5% | +6.0% | -15.6% | -10.4% |
| 30D | -12.3% | +7.4% | -19.8% | -13.4% |
| 3M | -8.5% | -11.7% | +3.1% | -6.9% |
| 6M | -5.0% | -11.0% | +5.9% | -3.9% |
| YTD | +0.1% | -15.4% | +15.5% | +1.6% |
| 1Y | +1.3% | +7.2% | -5.9% | -1.7% |
| 3Y | +53.8% | -11.8% | +65.6% | +43.6% |
| All | +70.9% | +94.3% | -23.4% | +23.1% |
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