+82.2%
JEPQ vs APA
+27.6%
+54.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.2% |
| 7D | +3.4% | +8.5% | -5.1% | +2.6% |
| 30D | -5.6% | +2.8% | -8.4% | -6.0% |
| 3M | -4.2% | +21.7% | -25.9% | -6.2% |
| 6M | -0.2% | +32.6% | -32.8% | -3.5% |
| YTD | +6.7% | +103.7% | -97.0% | -3.1% |
| 1Y | +9.5% | +101.8% | -92.3% | -0.6% |
| 3Y | +60.5% | +48.1% | +12.5% | +45.3% |
| All | +82.2% | +27.6% | +54.5% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling