+70.9%
JEPQ vs DOCU
-6.8%
+77.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.7% |
| 7D | -9.5% | -3.2% | -6.3% | -9.1% |
| 30D | -12.3% | +15.7% | -28.0% | -14.2% |
| 3M | -8.5% | +37.3% | -45.8% | -13.0% |
| 6M | -5.0% | +63.1% | -68.2% | -12.6% |
| YTD | +0.1% | +15.4% | -15.3% | -3.1% |
| 1Y | +1.3% | +11.3% | -10.0% | -1.5% |
| 3Y | +53.8% | +92.1% | -38.3% | +30.5% |
| All | +70.9% | -6.8% | +77.7% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling