+90.2%
JEPQ vs DKS
+50.9%
+39.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | -0.2% | -2.0% | +1.9% | +0.1% |
| 30D | +0.8% | -32.7% | +33.5% | +6.0% |
| 3M | +4.0% | -38.8% | +42.8% | +10.8% |
| 6M | +10.4% | -29.4% | +39.8% | +14.3% |
| YTD | +11.4% | -30.3% | +41.7% | +15.5% |
| 1Y | +18.9% | -39.6% | +58.5% | +26.0% |
| 3Y | +70.3% | +32.2% | +38.1% | +52.9% |
| All | +90.2% | +50.9% | +39.3% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling