+60.9%
JEPQ vs DOCS
+55.4%
+5.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.6% |
| 3M | -4.1% | +20.0% | -24.1% | -5.2% |
| 6M | -0.8% | +26.5% | -27.3% | -2.7% |
| YTD | +5.5% | -25.8% | +31.3% | +7.4% |
| 1Y | +8.4% | -39.5% | +47.8% | +11.9% |
| 3Y | +60.9% | +60.3% | +0.5% | +57.9% |
| All | +60.9% | +55.4% | +5.4% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling