+84.1%
JEPQ vs DXCM
-18.1%
+102.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +5.7% | -3.6% | +9.4% | +6.2% |
| 30D | -5.9% | -4.3% | -1.6% | -5.5% |
| 3M | -2.5% | -10.4% | +7.9% | -1.3% |
| 6M | +1.3% | +33.1% | -31.9% | -3.0% |
| YTD | +7.8% | +22.6% | -14.8% | +4.3% |
| 1Y | +8.8% | +36.5% | -27.8% | +3.7% |
| 3Y | +62.3% | -13.5% | +75.7% | +55.3% |
| All | +84.1% | -18.1% | +102.1% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling