+18.7%
BABA vs JEPQ
+94.3%
-75.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | -4.8% | +0.7% | -5.4% | -5.4% |
| 30D | -11.9% | +2.0% | -13.9% | -13.8% |
| 3M | -9.3% | +2.0% | -11.3% | -11.5% |
| 6M | -14.2% | +10.4% | -24.6% | -23.0% |
| YTD | -22.0% | +11.6% | -33.6% | -30.8% |
| 1Y | -12.7% | +20.7% | -33.4% | -28.4% |
| 3Y | +26.7% | +70.8% | -44.2% | -32.4% |
| All | +18.7% | +94.3% | -75.6% | -41.2% |
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