+90.2%
JEPQ vs DPZ
-3.8%
+94.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.1% |
| 7D | -0.2% | -8.6% | +8.5% | +1.3% |
| 30D | +0.8% | -11.9% | +12.7% | +2.7% |
| 3M | +4.0% | +0.4% | +3.6% | +3.3% |
| 6M | +10.4% | -19.9% | +30.3% | +14.3% |
| YTD | +11.4% | -24.4% | +35.8% | +16.6% |
| 1Y | +18.9% | -30.4% | +49.4% | +26.4% |
| 3Y | +70.3% | -17.4% | +87.6% | +71.3% |
| All | +90.2% | -3.8% | +94.0% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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