+103.9%
AMZN vs JEPQ
+94.0%
+9.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.7% |
| 7D | -0.7% | -0.2% | -0.5% | -0.4% |
| 30D | -3.9% | +0.8% | -4.7% | -5.1% |
| 3M | +6.3% | +4.0% | +2.4% | -0.5% |
| 6M | +20.8% | +10.4% | +10.4% | +2.9% |
| YTD | +11.2% | +11.4% | -0.2% | -6.7% |
| 1Y | +11.7% | +18.9% | -7.2% | -15.4% |
| 3Y | +79.4% | +70.3% | +9.2% | -24.6% |
| All | +103.9% | +94.0% | +9.9% | -26.4% |
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 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