+11.8%
ABNB vs JEPQ
+94.2%
-82.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.0% |
| 7D | -4.4% | +1.4% | -5.8% | -6.3% |
| 30D | -2.0% | +1.3% | -3.3% | -3.9% |
| 3M | +29.8% | +3.8% | +26.0% | +21.6% |
| 6M | +31.0% | +12.2% | +18.8% | +9.2% |
| YTD | +28.6% | +11.6% | +17.0% | +8.1% |
| 1Y | +40.1% | +19.9% | +20.2% | +4.9% |
| 3Y | +19.7% | +71.9% | -52.2% | -51.0% |
| All | +11.8% | +94.2% | -82.5% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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