+74.5%
JEPQ vs DOCU
-8.4%
+82.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.4% |
| 7D | -5.6% | -5.5% | -0.1% | -4.9% |
| 30D | -11.3% | +12.6% | -24.0% | -12.9% |
| 3M | -6.5% | +36.4% | -42.9% | -11.0% |
| 6M | -3.6% | +66.8% | -70.4% | -11.6% |
| YTD | +2.2% | +13.5% | -11.2% | -0.8% |
| 1Y | +4.8% | +11.3% | -6.5% | +1.8% |
| 3Y | +56.3% | +92.1% | -35.8% | +32.5% |
| All | +74.5% | -8.4% | +82.9% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling