+90.5%
JEPQ vs DPZ
+5.3%
+85.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +0.7% | -2.5% | +3.2% | +1.1% |
| 30D | +2.0% | -7.0% | +8.9% | +3.1% |
| 3M | +2.0% | +11.6% | -9.6% | -0.4% |
| 6M | +10.4% | -15.2% | +25.6% | +13.5% |
| YTD | +11.6% | -17.2% | +28.8% | +15.1% |
| 1Y | +20.7% | -24.8% | +45.5% | +26.9% |
| 3Y | +70.8% | -8.7% | +79.5% | +69.0% |
| All | +90.5% | +5.3% | +85.2% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling