+111.6%
BKNG vs JEPQ
+92.4%
+19.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.3% |
| 7D | -10.7% | -0.7% | -10.0% | -10.1% |
| 30D | -18.1% | +0.6% | -18.7% | -18.7% |
| 3M | +8.5% | +5.8% | +2.7% | +1.4% |
| 6M | -0.1% | +9.7% | -9.7% | -10.4% |
| YTD | -18.2% | +10.5% | -28.8% | -27.2% |
| 1Y | -19.9% | +18.4% | -38.3% | -34.0% |
| 3Y | +41.6% | +70.3% | -28.7% | -23.5% |
| All | +111.6% | +92.4% | +19.2% | +3.0% |
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