+60.5%
JEPQ vs DLR
+54.1%
+6.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | +3.4% | +3.3% | +0.1% | +2.5% |
| 30D | -5.6% | +4.6% | -10.2% | -6.7% |
| 3M | -4.2% | -8.3% | +4.1% | -2.1% |
| 6M | -0.2% | -5.6% | +5.4% | +0.9% |
| YTD | +6.7% | +18.7% | -12.0% | +0.5% |
| 1Y | +9.5% | +17.1% | -7.6% | +3.5% |
| 3Y | +60.5% | +54.4% | +6.2% | +40.9% |
| All | +60.5% | +54.1% | +6.5% | +40.9% |
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