+90.5%
JEPQ vs DOC
-18.6%
+109.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | +0.7% | -1.5% | +2.2% | +1.0% |
| 30D | +2.0% | -4.8% | +6.7% | +2.9% |
| 3M | +2.0% | +6.9% | -4.9% | +0.4% |
| 6M | +10.4% | +20.7% | -10.3% | +5.5% |
| YTD | +11.6% | +34.1% | -22.5% | +3.9% |
| 1Y | +20.7% | +22.6% | -1.9% | +14.6% |
| 3Y | +70.8% | +20.8% | +50.0% | +62.4% |
| All | +90.5% | -18.6% | +109.1% | +120.7% |
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