-45.9%
COIN vs JEPQ
+19.0%
-64.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | -0.2% |
| 7D | -5.1% | -0.2% | -4.9% | -4.7% |
| 30D | +17.6% | +0.8% | +16.8% | +16.0% |
| 3M | +9.2% | +4.0% | +5.3% | -1.4% |
| 6M | -11.8% | +10.4% | -22.2% | -32.7% |
| YTD | -22.5% | +11.4% | -33.9% | -41.9% |
| 1Y | -45.9% | +18.9% | -64.8% | -69.5% |
| All | -45.9% | +19.0% | -64.9% | -69.5% |
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