+84.1%
JEPQ vs ALLY
+7.2%
+76.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +5.7% | -2.1% | +7.9% | +6.2% |
| 30D | -5.9% | +2.0% | -7.9% | -6.4% |
| 3M | -2.5% | -13.3% | +10.9% | +0.6% |
| 6M | +1.3% | -9.9% | +11.1% | +3.4% |
| YTD | +7.8% | -13.5% | +21.4% | +10.7% |
| 1Y | +8.8% | -2.8% | +11.6% | +8.6% |
| 3Y | +62.3% | +63.4% | -1.2% | +40.2% |
| All | +84.1% | +7.2% | +76.9% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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