+90.2%
JEPQ vs DLR
+54.3%
+35.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +0.8% | -4.3% | +5.1% | +1.9% |
| 3M | +4.0% | +3.8% | +0.1% | +2.4% |
| 6M | +10.4% | +5.8% | +4.6% | +8.0% |
| YTD | +11.4% | +23.5% | -12.1% | +4.1% |
| 1Y | +18.9% | +11.1% | +7.8% | +14.4% |
| 3Y | +70.3% | +57.9% | +12.4% | +45.7% |
| All | +90.2% | +54.3% | +35.9% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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