+20.7%
JEPQ vs DKS
-32.3%
+53.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.7% | +3.0% | -2.3% | +0.5% |
| 30D | +2.0% | -30.5% | +32.5% | +3.7% |
| 3M | +2.0% | -35.7% | +37.7% | +4.2% |
| 6M | +10.4% | -29.7% | +40.1% | +11.1% |
| YTD | +11.6% | -28.9% | +40.5% | +12.1% |
| 1Y | +20.7% | -35.9% | +56.6% | +22.5% |
| All | +20.7% | -32.3% | +53.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling