+32.9%
BABA vs JEPQ
+71.9%
-39.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +1.4% | -1.6% | -1.3% |
| 30D | -12.3% | +1.3% | -13.6% | -13.3% |
| 3M | -5.3% | +3.8% | -9.2% | -8.4% |
| 6M | -13.1% | +12.2% | -25.2% | -21.0% |
| YTD | -22.4% | +11.6% | -34.0% | -29.2% |
| 1Y | -19.5% | +19.9% | -39.4% | -30.3% |
| 3Y | +32.9% | +71.9% | -39.0% | -11.8% |
| All | +32.9% | +71.9% | -39.0% | -11.8% |
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