+88.7%
JEPQ vs DOW
-44.7%
+133.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | +0.6% | -4.1% | +4.6% | +1.2% |
| 3M | +5.8% | -12.4% | +18.2% | +8.0% |
| 6M | +9.7% | -10.6% | +20.3% | +10.2% |
| YTD | +10.5% | +31.1% | -20.5% | +1.1% |
| 1Y | +18.4% | +30.5% | -12.1% | +7.7% |
| 3Y | +70.3% | -34.4% | +104.7% | +83.9% |
| All | +88.7% | -44.7% | +133.4% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling