+88.7%
JEPQ vs JD
-48.8%
+137.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | -2.6% | +1.9% | -0.4% |
| 30D | +0.6% | -15.4% | +15.9% | +2.3% |
| 3M | +5.8% | -5.0% | +10.8% | +6.2% |
| 6M | +9.7% | +0.9% | +8.7% | +9.1% |
| YTD | +10.5% | -2.5% | +13.0% | +10.4% |
| 1Y | +18.4% | -16.0% | +34.4% | +20.0% |
| 3Y | +70.3% | -8.5% | +78.9% | +67.8% |
| All | +88.7% | -48.8% | +137.5% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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