+7.6%
BABA vs JEPQ
+82.8%
-75.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | +2.4% | -1.4% | +3.7% | +3.0% |
| 30D | -7.8% | -8.6% | +0.9% | 0.0% |
| 3M | -22.4% | -4.5% | -17.9% | -19.6% |
| 6M | -26.0% | -1.3% | -24.7% | -26.2% |
| YTD | -29.3% | +5.0% | -34.3% | -33.9% |
| 1Y | -37.5% | +5.9% | -43.4% | -42.1% |
| 3Y | +31.9% | +58.0% | -26.1% | -24.2% |
| All | +7.6% | +82.8% | -75.2% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling