+80.2%
JEPQ vs DOCU
-8.2%
+88.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.2% | -4.8% | +4.5% | +0.5% |
| 30D | -8.2% | +9.4% | -17.6% | -9.4% |
| 3M | -4.1% | +29.0% | -33.2% | -8.0% |
| 6M | -0.8% | +62.3% | -63.1% | -8.6% |
| YTD | +5.5% | +13.7% | -8.1% | +2.4% |
| 1Y | +8.4% | +11.5% | -3.2% | +5.3% |
| 3Y | +60.9% | +94.2% | -33.3% | +36.2% |
| All | +80.2% | -8.2% | +88.4% | +67.8% |
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