+8.4%
JEPQ vs DOCN
+110.0%
-101.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.2% | +8.1% | +1.5% |
| 7D | -4.9% | -20.0% | +15.1% | -3.3% |
| 30D | -6.7% | -38.8% | +32.1% | -3.5% |
| 3M | -3.0% | -34.8% | +31.8% | -0.5% |
| 6M | +1.4% | -22.8% | +24.2% | +2.5% |
| YTD | +6.5% | +74.6% | -68.1% | -1.1% |
| 1Y | +8.4% | +116.4% | -108.0% | -1.5% |
| All | +8.4% | +110.0% | -101.7% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling