-41.2%
ADBE vs JEPQ
+92.4%
-133.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.5% |
| 7D | -12.9% | -0.7% | -12.3% | -12.3% |
| 30D | -5.6% | +0.6% | -6.2% | -6.2% |
| 3M | +6.6% | +5.8% | +0.8% | -1.6% |
| 6M | -9.6% | +9.7% | -19.2% | -20.3% |
| YTD | -28.9% | +10.5% | -39.4% | -38.1% |
| 1Y | -28.9% | +18.4% | -47.3% | -43.6% |
| 3Y | -55.6% | +70.3% | -125.9% | -79.2% |
| All | -41.2% | +92.4% | -133.7% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling