-12.8%
BKNG vs JEPQ
+21.4%
-34.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -6.0% | +0.7% | -6.7% | -6.3% |
| 30D | -6.6% | +2.0% | -8.6% | -7.6% |
| 3M | +15.7% | +2.0% | +13.7% | +15.1% |
| 6M | +14.1% | +10.4% | +3.7% | +4.9% |
| YTD | -9.3% | +11.6% | -20.9% | -16.9% |
| 1Y | -12.8% | +20.7% | -33.5% | -21.4% |
| All | -12.8% | +21.4% | -34.1% | -21.4% |
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