+58.0%
JEPQ vs DOCN
+226.8%
-168.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -1.4% | -12.1% | +10.8% | -0.1% |
| 30D | -8.6% | -41.0% | +32.4% | -3.7% |
| 3M | -4.5% | -38.7% | +34.2% | -0.3% |
| 6M | -1.3% | -51.5% | +50.2% | +4.9% |
| YTD | +5.0% | +65.3% | -60.2% | -6.2% |
| 1Y | +5.9% | +53.9% | -48.0% | -4.6% |
| 3Y | +58.0% | +215.6% | -157.5% | +27.7% |
| All | +58.0% | +226.8% | -168.8% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling