+68.9%
JEPQ vs DOW
-34.9%
+103.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | +0.6% | -4.1% | +4.6% | +1.0% |
| 3M | +5.8% | -12.4% | +18.2% | +7.4% |
| 6M | +9.7% | -10.6% | +20.3% | +10.0% |
| YTD | +10.5% | +31.1% | -20.5% | +3.0% |
| 1Y | +18.4% | +30.5% | -12.1% | +9.9% |
| All | +68.9% | -34.9% | +103.8% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 3y: compounded portfolio wealth divided by compounded DOW 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…
3y analysis · Full analysis span regression · 6 months rolling