+90.5%
JEPQ vs ADP
+37.7%
+52.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | +0.7% | -3.4% | +4.1% | +1.7% |
| 30D | +2.0% | +2.8% | -0.8% | +1.1% |
| 3M | +2.0% | +20.9% | -18.9% | -4.4% |
| 6M | +10.4% | +29.9% | -19.5% | +0.4% |
| YTD | +11.6% | +9.6% | +2.0% | +8.8% |
| 1Y | +20.7% | -5.3% | +26.0% | +25.2% |
| 3Y | +70.8% | +16.5% | +54.3% | +60.3% |
| All | +90.5% | +37.7% | +52.8% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling