+84.1%
JEPQ vs DOC
-19.9%
+103.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -5.9% | +6.6% | -12.5% | -7.1% |
| 3M | -2.5% | -1.1% | -1.4% | -2.3% |
| 6M | +1.3% | +4.8% | -3.6% | -0.1% |
| YTD | +7.8% | +32.1% | -24.2% | +0.7% |
| 1Y | +8.8% | +21.9% | -13.1% | +3.4% |
| 3Y | +62.3% | +51.4% | +10.8% | +42.4% |
| All | +84.1% | -19.9% | +103.9% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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