+90.2%
JEPQ vs DUOL
+60.9%
+29.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.4% |
| 7D | +1.1% | -11.8% | +12.9% | +2.3% |
| 30D | +1.3% | +1.5% | -0.2% | +1.0% |
| 3M | +4.7% | +18.1% | -13.5% | +2.1% |
| 6M | +10.6% | +38.7% | -28.0% | +5.5% |
| YTD | +11.4% | -20.7% | +32.1% | +12.9% |
| 1Y | +19.4% | -49.1% | +68.5% | +26.3% |
| 3Y | +71.7% | -11.0% | +82.7% | +62.5% |
| All | +90.2% | +60.9% | +29.3% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling