+81.7%
JEPQ vs DOC
-19.7%
+101.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.4% |
| 7D | -4.9% | +8.7% | -13.6% | -6.4% |
| 30D | -6.7% | +7.6% | -14.3% | -8.0% |
| 3M | -3.0% | -5.3% | +2.3% | -2.1% |
| 6M | +1.4% | +27.6% | -26.2% | -4.4% |
| YTD | +6.5% | +32.4% | -25.9% | -0.7% |
| 1Y | +8.4% | +22.9% | -14.5% | +2.9% |
| 3Y | +63.5% | +43.1% | +20.4% | +46.2% |
| All | +81.7% | -19.7% | +101.4% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling