+90.4%
JEPQ vs DG
-41.9%
+132.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.1% |
| 7D | +1.4% | -2.5% | +3.9% | +1.5% |
| 30D | +1.3% | +1.0% | +0.3% | +1.3% |
| 3M | +3.8% | +20.3% | -16.5% | +2.9% |
| 6M | +12.2% | -11.7% | +23.9% | +12.6% |
| YTD | +11.6% | -2.3% | +13.9% | +11.5% |
| 1Y | +19.9% | +20.0% | -0.1% | +18.6% |
| 3Y | +71.9% | +7.2% | +64.7% | +70.9% |
| All | +90.4% | -41.9% | +132.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling