+71.9%
JEPQ vs ADP
+13.9%
+58.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | +0.4% |
| 7D | +1.4% | -5.5% | +6.9% | +2.2% |
| 30D | +1.3% | -1.2% | +2.6% | +1.5% |
| 3M | +3.8% | +17.9% | -14.0% | +0.8% |
| 6M | +12.2% | +20.3% | -8.2% | +8.5% |
| YTD | +11.6% | +5.8% | +5.7% | +12.0% |
| 1Y | +19.9% | -7.7% | +27.6% | +25.8% |
| 3Y | +71.9% | +14.7% | +57.2% | +74.5% |
| All | +71.9% | +13.9% | +58.0% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling