+56.3%
JEPQ vs DOC
+44.2%
+12.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -5.6% | +6.5% | -12.1% | -6.2% |
| 30D | -11.3% | +9.2% | -20.5% | -12.1% |
| 3M | -6.5% | -2.5% | -4.0% | -6.2% |
| 6M | -3.6% | +7.1% | -10.7% | -4.6% |
| YTD | +2.2% | +33.0% | -30.8% | -2.1% |
| 1Y | +4.8% | +23.3% | -18.5% | +1.5% |
| 3Y | +56.3% | +44.9% | +11.3% | +50.1% |
| All | +56.3% | +44.2% | +12.1% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling