+82.2%
JEPQ vs DOCS
-15.4%
+97.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | +3.4% | +2.6% | +0.9% | +3.2% |
| 30D | -5.6% | +11.4% | -17.0% | -6.5% |
| 3M | -4.2% | +25.4% | -29.5% | -6.2% |
| 6M | -0.2% | +42.5% | -42.7% | -4.3% |
| YTD | +6.7% | -24.7% | +31.4% | +8.7% |
| 1Y | +9.5% | -32.9% | +42.4% | +12.7% |
| 3Y | +60.5% | +39.6% | +20.9% | +46.7% |
| All | +82.2% | -15.4% | +97.6% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling