+90.5%
JEPQ vs BP
+74.3%
+16.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.7% | +3.9% | -3.3% | 0.0% |
| 30D | +2.0% | +7.6% | -5.6% | +0.7% |
| 3M | +2.0% | +0.7% | +1.3% | +1.7% |
| 6M | +10.4% | +15.5% | -5.1% | +6.7% |
| YTD | +11.6% | +30.8% | -19.2% | +4.9% |
| 1Y | +20.7% | +34.3% | -13.6% | +12.5% |
| 3Y | +70.8% | +35.1% | +35.8% | +56.6% |
| All | +90.5% | +74.3% | +16.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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