+72.9%
JEPQ vs DOCU
-8.4%
+81.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | -7.4% | +36.4% | -43.8% | -11.8% |
| 6M | -4.5% | +66.8% | -71.3% | -12.4% |
| YTD | +1.3% | +13.5% | -12.2% | -1.7% |
| 1Y | +3.8% | +11.3% | -7.5% | +0.9% |
| 3Y | +54.8% | +92.1% | -37.2% | +31.3% |
| All | +72.9% | -8.4% | +81.3% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling