+34.7%
COIN vs JEPQ
+94.0%
-59.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | -0.5% |
| 7D | -5.1% | -0.2% | -4.9% | -4.7% |
| 30D | +17.6% | +0.8% | +16.8% | +15.7% |
| 3M | +9.2% | +4.0% | +5.3% | -3.0% |
| 6M | -11.8% | +10.4% | -22.2% | -33.5% |
| YTD | -22.5% | +11.4% | -33.9% | -42.1% |
| 1Y | -45.9% | +18.9% | -64.8% | -65.9% |
| 3Y | +117.4% | +70.3% | +47.1% | -50.4% |
| All | +34.7% | +94.0% | -59.3% | -71.4% |
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 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