+200.4%
ASML vs JEPQ
+94.3%
+106.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +3.6% |
| 7D | +1.1% | +0.7% | +0.4% | -0.2% |
| 30D | +2.2% | +2.0% | +0.2% | -1.4% |
| 3M | -2.3% | +2.0% | -4.3% | -4.6% |
| 6M | +23.0% | +10.4% | +12.6% | +4.9% |
| YTD | +61.1% | +11.6% | +49.5% | +35.3% |
| 1Y | +129.1% | +20.7% | +108.4% | +68.2% |
| 3Y | +165.4% | +70.8% | +94.5% | +6.7% |
| All | +200.4% | +94.3% | +106.2% | +0.1% |
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