+90.5%
JEPQ vs DRI
+92.8%
-2.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +2.0% | +3.8% | -1.9% | +1.0% |
| 3M | +2.0% | +13.0% | -11.0% | -1.4% |
| 6M | +10.4% | +8.3% | +2.1% | +7.7% |
| YTD | +11.6% | +20.6% | -9.0% | +5.3% |
| 1Y | +20.7% | +6.5% | +14.2% | +17.8% |
| 3Y | +70.8% | +53.7% | +17.1% | +45.3% |
| All | +90.5% | +92.8% | -2.3% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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