+90.4%
JEPQ vs DT
+24.7%
+65.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | +1.4% | -4.9% | +6.3% | +2.4% |
| 30D | +1.3% | +2.7% | -1.4% | +0.7% |
| 3M | +3.8% | +20.0% | -16.1% | -0.4% |
| 6M | +12.2% | +28.0% | -15.9% | +5.4% |
| YTD | +11.6% | +16.0% | -4.5% | +6.8% |
| 1Y | +19.9% | +0.7% | +19.2% | +18.4% |
| 3Y | +71.9% | +6.2% | +65.7% | +64.7% |
| All | +90.4% | +24.7% | +65.7% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling