+90.2%
JEPQ vs DT
+26.7%
+63.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.2% | -1.6% | +1.4% | +0.1% |
| 30D | +0.8% | +3.0% | -2.3% | +0.1% |
| 3M | +4.0% | +26.5% | -22.5% | -1.3% |
| 6M | +10.4% | +35.9% | -25.5% | +2.3% |
| YTD | +11.4% | +17.8% | -6.4% | +6.4% |
| 1Y | +18.9% | +4.1% | +14.9% | +16.7% |
| 3Y | +70.3% | +5.3% | +65.0% | +63.6% |
| All | +90.2% | +26.7% | +63.6% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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