+82.8%
JEPQ vs DOCS
-15.7%
+98.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.8% |
| 7D | -0.3% | -4.2% | +3.9% | +0.1% |
| 30D | -6.6% | +8.6% | -15.2% | -7.3% |
| 3M | -2.6% | +27.2% | -29.8% | -4.8% |
| 6M | +0.5% | +26.5% | -26.0% | -2.6% |
| YTD | +7.1% | -25.0% | +32.1% | +9.1% |
| 1Y | +8.1% | -37.0% | +45.1% | +12.0% |
| 3Y | +61.2% | +39.4% | +21.8% | +47.2% |
| All | +82.8% | -15.7% | +98.5% | +73.9% |
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 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