+8.4%
JEPQ vs DOCS
-47.4%
+55.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +0.8% |
| 7D | -4.9% | +1.2% | -6.1% | -4.9% |
| 30D | -6.7% | +21.3% | -28.0% | -6.8% |
| 3M | -3.0% | +58.4% | -61.4% | -3.5% |
| 6M | +1.4% | +39.3% | -37.9% | +1.1% |
| YTD | +6.5% | -21.7% | +28.2% | +7.7% |
| 1Y | +8.4% | -47.3% | +55.7% | +11.9% |
| All | +8.4% | -47.4% | +55.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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