-1.1%
BABA vs JEPQ
+85.8%
-86.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +1.0% |
| 7D | -13.8% | +3.4% | -17.2% | -16.7% |
| 30D | -15.1% | -5.6% | -9.5% | -10.8% |
| 3M | -22.7% | -4.2% | -18.6% | -20.2% |
| 6M | -34.7% | -0.2% | -34.5% | -35.6% |
| YTD | -35.0% | +6.7% | -41.7% | -40.2% |
| 1Y | -40.4% | +9.5% | -49.9% | -46.6% |
| 3Y | +21.9% | +60.5% | -38.6% | -31.0% |
| All | -1.1% | +85.8% | -86.9% | -49.2% |
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