+90.2%
JEPQ vs DLTR
-28.5%
+118.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.3% |
| 7D | +1.1% | -10.2% | +11.3% | +2.1% |
| 30D | +1.3% | -8.5% | +9.8% | +2.1% |
| 3M | +4.7% | +5.6% | -0.9% | +3.8% |
| 6M | +10.6% | +2.2% | +8.4% | +9.8% |
| YTD | +11.4% | -3.8% | +15.2% | +11.2% |
| 1Y | +19.4% | +22.9% | -3.5% | +15.6% |
| 3Y | +71.7% | +2.0% | +69.7% | +67.7% |
| All | +90.2% | -28.5% | +118.8% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 all: compounded portfolio wealth divided by compounded DLTR 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…
all analysis · Full analysis span regression · 6 months rolling