+82.2%
JEPQ vs ADP
+54.8%
+27.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +3.4% | +2.2% | +1.2% | +2.9% |
| 30D | -5.6% | +10.6% | -16.2% | -8.2% |
| 3M | -4.2% | +12.9% | -17.1% | -7.5% |
| 6M | -0.2% | +50.6% | -50.8% | -12.9% |
| YTD | +6.7% | +23.2% | -16.5% | +0.6% |
| 1Y | +9.5% | +25.3% | -15.8% | +2.3% |
| 3Y | +60.5% | +47.1% | +13.4% | +37.2% |
| All | +82.2% | +54.8% | +27.4% | +51.5% |
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