+128.9%
ASML vs JEPQ
+56.7%
+72.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +2.8% |
| 7D | -9.0% | -5.6% | -3.4% | +1.4% |
| 30D | -21.0% | -11.3% | -9.7% | -0.7% |
| 3M | -16.3% | -6.5% | -9.8% | -4.6% |
| 6M | -7.5% | -3.6% | -3.9% | +1.0% |
| YTD | +34.0% | +2.2% | +31.7% | +33.2% |
| 1Y | +39.3% | +4.8% | +34.5% | +32.9% |
| 3Y | +128.9% | +56.3% | +72.6% | -0.9% |
| All | +128.9% | +56.7% | +72.2% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling