-39.8%
COIN vs JEPQ
+21.4%
-61.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.9% |
| 7D | +3.4% | +0.7% | +2.7% | +2.0% |
| 30D | +23.2% | +2.0% | +21.2% | +18.3% |
| 3M | +12.5% | +2.0% | +10.5% | +7.8% |
| 6M | -11.6% | +10.4% | -22.0% | -32.6% |
| YTD | -18.4% | +11.6% | -30.0% | -39.1% |
| 1Y | -39.8% | +20.7% | -60.5% | -71.1% |
| All | -39.8% | +21.4% | -61.2% | -71.1% |
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