+6.4%
JEPQ vs DOCS
-39.1%
+45.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -8.2% | +7.8% | -15.9% | -8.2% |
| 3M | -4.1% | +20.0% | -24.1% | -4.3% |
| 6M | -0.8% | +26.5% | -27.3% | -0.9% |
| YTD | +5.5% | -25.8% | +31.3% | +7.5% |
| All | +6.4% | -39.1% | +45.5% | +9.6% |
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