+296.4%
ARM vs JEPQ
+70.5%
+225.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.1% |
| 7D | +5.5% | +0.7% | +4.8% | +3.6% |
| 30D | -8.2% | +2.0% | -10.2% | -12.8% |
| 3M | -35.9% | +2.0% | -37.9% | -36.8% |
| 6M | +103.1% | +10.4% | +92.7% | +65.6% |
| YTD | +130.6% | +11.6% | +119.0% | +82.3% |
| 1Y | +86.1% | +20.7% | +65.4% | +20.0% |
| All | +296.4% | +70.5% | +225.9% | +19.9% |
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