+84.1%
JEPQ vs DOCN
+116.8%
-32.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -0.7% |
| 7D | +5.7% | +27.4% | -21.7% | +2.5% |
| 30D | -5.9% | -29.7% | +23.8% | -2.4% |
| 3M | -2.5% | -32.5% | +30.0% | +1.1% |
| 6M | +1.3% | -42.2% | +43.4% | +6.0% |
| YTD | +7.8% | +87.2% | -79.3% | -5.6% |
| 1Y | +8.8% | +86.2% | -77.5% | -4.8% |
| 3Y | +62.3% | +257.4% | -195.2% | +24.1% |
| All | +84.1% | +116.8% | -32.7% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling