+72.9%
JEPQ vs DOCS
-17.5%
+90.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -7.4% | +57.4% | -64.7% | -11.6% |
| 6M | -4.5% | +26.5% | -31.0% | -7.4% |
| YTD | +1.3% | -26.6% | +27.9% | +3.4% |
| 1Y | +3.8% | -48.1% | +51.8% | +9.7% |
| 3Y | +54.8% | +52.6% | +2.2% | +39.2% |
| All | +72.9% | -17.5% | +90.4% | +64.7% |
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