+90.2%
JEPQ vs DUOL
+66.0%
+24.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -0.2% | -7.0% | +6.8% | +0.5% |
| 30D | +0.8% | +6.7% | -5.9% | -0.1% |
| 3M | +4.0% | +16.0% | -12.1% | +1.6% |
| 6M | +10.4% | +45.4% | -35.0% | +4.7% |
| YTD | +11.4% | -18.1% | +29.6% | +12.5% |
| 1Y | +18.9% | -53.6% | +72.5% | +27.4% |
| 3Y | +70.3% | -11.0% | +81.3% | +61.3% |
| All | +90.2% | +66.0% | +24.2% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling