+74.5%
JEPQ vs DOCS
-17.5%
+92.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.4% |
| 7D | -5.6% | -0.8% | -4.9% | -5.6% |
| 30D | -11.3% | +17.4% | -28.7% | -12.6% |
| 3M | -6.5% | +57.4% | -63.9% | -10.8% |
| 6M | -3.6% | +26.5% | -30.1% | -6.6% |
| YTD | +2.2% | -26.6% | +28.8% | +4.4% |
| 1Y | +4.8% | -48.1% | +52.8% | +10.7% |
| 3Y | +56.3% | +52.6% | +3.6% | +40.5% |
| All | +74.5% | -17.5% | +92.0% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling