+82.8%
JEPQ vs JD
-47.2%
+130.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -6.6% | +4.2% | -10.8% | -7.0% |
| 3M | -2.6% | -12.8% | +10.2% | -1.3% |
| 6M | +0.5% | -8.8% | +9.3% | +1.2% |
| YTD | +7.1% | +0.5% | +6.6% | +6.5% |
| 1Y | +8.1% | -8.8% | +16.8% | +8.6% |
| 3Y | +61.2% | +18.6% | +42.6% | +53.6% |
| All | +82.8% | -47.2% | +130.1% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling