+70.3%
JEPQ vs DLR
+58.6%
+11.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.1% | +2.9% | -1.8% | +0.3% |
| 30D | +1.3% | -1.2% | +2.5% | +1.6% |
| 3M | +4.7% | +2.9% | +1.8% | +3.5% |
| 6M | +10.6% | +6.7% | +3.9% | +8.0% |
| YTD | +11.4% | +23.9% | -12.4% | +4.1% |
| 1Y | +19.4% | +18.6% | +0.8% | +12.6% |
| All | +70.3% | +58.6% | +11.6% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling