+90.2%
JEPQ vs DGX
+91.1%
-0.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +0.8% | -1.2% | +1.9% | +0.9% |
| 3M | +4.0% | +15.8% | -11.8% | +1.9% |
| 6M | +10.4% | +18.2% | -7.8% | +7.8% |
| YTD | +11.4% | +37.2% | -25.8% | +5.8% |
| 1Y | +18.9% | +30.4% | -11.4% | +13.8% |
| 3Y | +70.3% | +96.7% | -26.4% | +45.7% |
| All | +90.2% | +91.1% | -0.9% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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