+90.2%
JEPQ vs DTE
+17.1%
+73.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -0.2% | -2.6% | +2.4% | +0.3% |
| 30D | +0.8% | -4.4% | +5.2% | +1.5% |
| 3M | +4.0% | -8.3% | +12.3% | +5.2% |
| 6M | +10.4% | -8.1% | +18.5% | +11.6% |
| YTD | +11.4% | +4.4% | +7.0% | +9.7% |
| 1Y | +18.9% | +0.2% | +18.7% | +18.0% |
| 3Y | +70.3% | +42.6% | +27.7% | +54.1% |
| All | +90.2% | +17.1% | +73.1% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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