+90.2%
JEPQ vs DKS
+49.5%
+40.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -0.2% | -3.0% | +2.8% | +0.3% |
| 30D | +0.8% | -33.4% | +34.1% | +6.1% |
| 3M | +4.0% | -39.4% | +43.3% | +11.0% |
| 6M | +10.4% | -30.1% | +40.5% | +14.5% |
| YTD | +11.4% | -31.0% | +42.4% | +15.7% |
| 1Y | +18.9% | -40.2% | +59.1% | +26.2% |
| 3Y | +70.3% | +30.9% | +39.3% | +53.1% |
| All | +90.2% | +49.5% | +40.7% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling