+70.3%
JEPQ vs ADSK
-3.2%
+73.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.2% | -2.5% | +2.4% | +0.3% |
| 30D | +0.8% | -14.9% | +15.6% | +3.6% |
| 3M | +4.0% | +3.3% | +0.6% | +2.2% |
| 6M | +10.4% | -15.7% | +26.0% | +13.6% |
| YTD | +11.4% | -28.2% | +39.7% | +20.3% |
| 1Y | +18.9% | -34.5% | +53.5% | +32.1% |
| 3Y | +70.3% | -2.9% | +73.2% | +64.2% |
| All | +70.3% | -3.2% | +73.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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