+18.4%
JEPQ vs ADP
-7.7%
+26.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.7% |
| 7D | -0.7% | -5.7% | +5.1% | -1.2% |
| 30D | +0.6% | -1.4% | +1.9% | +0.5% |
| 3M | +5.8% | +16.6% | -10.8% | +7.0% |
| 6M | +9.7% | +24.9% | -15.3% | +11.0% |
| YTD | +10.5% | +5.6% | +5.0% | +12.6% |
| 1Y | +18.4% | -6.0% | +24.4% | +20.7% |
| All | +18.4% | -7.7% | +26.1% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling