+68.9%
JEPQ vs DT
+8.0%
+60.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -0.7% | -2.5% | +1.9% | -0.3% |
| 30D | +0.6% | +3.5% | -3.0% | -0.1% |
| 3M | +5.8% | +26.7% | -20.9% | +1.3% |
| 6M | +9.7% | +36.1% | -26.5% | +2.9% |
| YTD | +10.5% | +18.6% | -8.1% | +6.8% |
| 1Y | +18.4% | +7.9% | +10.5% | +16.7% |
| All | +68.9% | +8.0% | +60.9% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling