+172.1%
GOOG vs JEPQ
+92.4%
+79.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.6% |
| 7D | -2.5% | -0.7% | -1.8% | -1.7% |
| 30D | -3.6% | +0.6% | -4.2% | -4.4% |
| 3M | -6.4% | +5.8% | -12.2% | -13.3% |
| 6M | +7.8% | +9.7% | -1.9% | -4.7% |
| YTD | +5.5% | +10.5% | -5.0% | -7.9% |
| 1Y | +38.3% | +18.4% | +19.9% | +10.5% |
| 3Y | +143.1% | +70.3% | +72.8% | +16.5% |
| All | +172.1% | +92.4% | +79.7% | +11.7% |
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