+138.8%
ADI vs JEPQ
+94.0%
+44.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | +2.6% | +1.1% | +1.6% | +1.1% |
| 30D | -4.6% | +1.3% | -5.9% | -6.4% |
| 3M | -9.5% | +4.7% | -14.2% | -14.6% |
| 6M | +14.8% | +10.6% | +4.2% | +0.7% |
| YTD | +35.8% | +11.4% | +24.4% | +17.8% |
| 1Y | +48.9% | +19.4% | +29.5% | +17.4% |
| 3Y | +115.6% | +71.7% | +43.9% | +7.6% |
| All | +138.8% | +94.0% | +44.8% | +3.7% |
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