+4.8%
JEPQ vs DOCN
+50.9%
-46.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.9% |
| 7D | -5.6% | -19.2% | +13.5% | -3.9% |
| 30D | -11.3% | -43.1% | +31.7% | -7.5% |
| 3M | -6.5% | -40.7% | +34.2% | -3.1% |
| 6M | -3.6% | -55.0% | +51.4% | +1.2% |
| YTD | +2.2% | +50.6% | -48.4% | -6.1% |
| 1Y | +4.8% | +54.0% | -49.2% | -4.5% |
| All | +4.8% | +50.9% | -46.2% | -4.5% |
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