+80.2%
JEPQ vs DOC
-17.9%
+98.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +2.9% |
| 7D | -0.2% | +5.9% | -6.1% | -1.3% |
| 30D | -8.2% | +10.3% | -18.4% | -9.9% |
| 3M | -4.1% | -2.2% | -1.9% | -3.8% |
| 6M | -0.8% | +8.2% | -9.0% | -2.7% |
| YTD | +5.5% | +35.4% | -29.8% | -1.9% |
| 1Y | +8.4% | +23.6% | -15.3% | +2.8% |
| 3Y | +60.9% | +57.3% | +3.6% | +40.0% |
| All | +80.2% | -17.9% | +98.0% | +108.3% |
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