+88.7%
JEPQ vs DXCM
-14.9%
+103.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.7% | -5.8% | +5.1% | +0.1% |
| 30D | +0.6% | -5.6% | +6.2% | +1.2% |
| 3M | +5.8% | +13.0% | -7.2% | +3.9% |
| 6M | +9.7% | +24.7% | -15.0% | +6.1% |
| YTD | +10.5% | +27.3% | -16.8% | +6.5% |
| 1Y | +18.4% | +11.2% | +7.2% | +15.7% |
| 3Y | +70.3% | -19.0% | +89.3% | +65.6% |
| All | +88.7% | -14.9% | +103.6% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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