-39.8%
ADBE vs JEPQ
+94.0%
-133.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -8.9% | +1.1% | -10.0% | -9.9% |
| 30D | -6.6% | +1.3% | -7.9% | -7.9% |
| 3M | +7.1% | +4.7% | +2.5% | +0.3% |
| 6M | -9.8% | +10.6% | -20.4% | -21.2% |
| YTD | -27.2% | +11.4% | -38.6% | -37.1% |
| 1Y | -28.0% | +19.4% | -47.4% | -43.4% |
| 3Y | -54.5% | +71.7% | -126.2% | -78.9% |
| All | -39.8% | +94.0% | -133.8% | -75.4% |
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