+8.4%
JEPQ vs DUOL
-38.2%
+46.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.0% | -25.1% | +0.6% |
| 7D | -4.9% | +19.3% | -24.2% | -5.2% |
| 30D | -6.7% | +9.6% | -16.3% | -6.8% |
| 3M | -3.0% | +17.1% | -20.1% | -3.3% |
| 6M | +1.4% | +46.3% | -44.9% | 0.0% |
| YTD | +6.5% | -8.1% | +14.6% | +7.4% |
| 1Y | +8.4% | -38.5% | +46.8% | +11.7% |
| All | +8.4% | -38.2% | +46.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 1y: compounded portfolio wealth divided by compounded DUOL 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…
1y analysis · Full analysis span regression · 6 months rolling