+90.2%
JEPQ vs ADP
+33.9%
+56.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -0.2% | -2.8% | +2.6% | +0.6% |
| 30D | +0.8% | +0.2% | +0.5% | +0.6% |
| 3M | +4.0% | +20.5% | -16.5% | -2.5% |
| 6M | +10.4% | +28.8% | -18.4% | +0.5% |
| YTD | +11.4% | +6.6% | +4.8% | +9.4% |
| 1Y | +18.9% | -6.9% | +25.8% | +23.7% |
| 3Y | +70.3% | +16.1% | +54.2% | +58.8% |
| All | +90.2% | +33.9% | +56.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling