+90.2%
JEPQ vs DPZ
-0.8%
+91.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.5% |
| 7D | +1.1% | -7.3% | +8.3% | +2.3% |
| 30D | +1.3% | -7.6% | +8.9% | +2.5% |
| 3M | +4.7% | +1.8% | +2.9% | +3.9% |
| 6M | +10.6% | -21.8% | +32.4% | +15.3% |
| YTD | +11.4% | -22.0% | +33.4% | +16.0% |
| 1Y | +19.4% | -28.6% | +48.0% | +26.5% |
| 3Y | +71.7% | -13.1% | +84.8% | +71.1% |
| All | +90.2% | -0.8% | +91.0% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling