+90.4%
JEPQ vs JD
-47.5%
+138.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +1.3% | -16.0% | +17.4% | +3.2% |
| 3M | +3.8% | -3.2% | +7.0% | +4.0% |
| 6M | +12.2% | +6.1% | +6.1% | +11.0% |
| YTD | +11.6% | -0.1% | +11.7% | +11.1% |
| 1Y | +19.9% | -12.7% | +32.6% | +21.0% |
| 3Y | +71.9% | -6.3% | +78.2% | +69.0% |
| All | +90.4% | -47.5% | +138.0% | +104.0% |
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