+70.3%
JEPQ vs DINO
+97.6%
-27.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.2% | +2.3% | -2.5% | -0.4% |
| 30D | +0.8% | +22.6% | -21.9% | -1.4% |
| 3M | +4.0% | +55.2% | -51.3% | -1.0% |
| 6M | +10.4% | +93.8% | -83.4% | +1.9% |
| YTD | +11.4% | +139.5% | -128.1% | -0.9% |
| 1Y | +18.9% | +115.3% | -96.4% | +7.4% |
| 3Y | +70.3% | +98.8% | -28.5% | +43.6% |
| All | +70.3% | +97.6% | -27.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 3y: compounded portfolio wealth divided by compounded DINO 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…
3y analysis · Full analysis span regression · 6 months rolling