+90.5%
JEPQ vs DOCN
+170.8%
-80.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | 0.0% |
| 7D | +0.7% | +1.1% | -0.5% | +0.5% |
| 30D | +2.0% | -9.6% | +11.6% | +2.9% |
| 3M | +2.0% | -37.7% | +39.7% | +7.0% |
| 6M | +10.4% | +115.2% | -104.8% | -3.2% |
| YTD | +11.6% | +133.7% | -122.1% | -3.9% |
| 1Y | +20.7% | +250.2% | -229.5% | -2.6% |
| 3Y | +70.8% | +320.3% | -249.5% | +29.0% |
| All | +90.5% | +170.8% | -80.3% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling