-24.9%
BABA vs JEPQ
+19.7%
-44.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -2.2% | +1.1% | -3.2% | -3.1% |
| 30D | -17.3% | +1.3% | -18.6% | -18.5% |
| 3M | -7.8% | +4.7% | -12.4% | -12.5% |
| 6M | -16.8% | +10.6% | -27.4% | -26.2% |
| YTD | -24.7% | +11.4% | -36.1% | -33.9% |
| 1Y | -24.9% | +19.4% | -44.4% | -45.3% |
| All | -24.9% | +19.7% | -44.6% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling