+90.2%
JEPQ vs DG
-43.4%
+133.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -0.2% | -6.5% | +6.3% | +0.1% |
| 30D | +0.8% | +4.2% | -3.4% | +0.6% |
| 3M | +4.0% | +9.5% | -5.5% | +3.5% |
| 6M | +10.4% | -13.1% | +23.5% | +10.9% |
| YTD | +11.4% | -4.8% | +16.3% | +11.5% |
| 1Y | +18.9% | +20.6% | -1.7% | +17.6% |
| 3Y | +70.3% | +4.9% | +65.3% | +69.3% |
| All | +90.2% | -43.4% | +133.6% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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