+8.1%
JEPQ vs COMP
+16.3%
-8.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.7% |
| 7D | -0.3% | +2.2% | -2.5% | -0.6% |
| 30D | -6.6% | +16.3% | -22.9% | -7.8% |
| 3M | -2.6% | -19.1% | +16.6% | -1.1% |
| 6M | +0.5% | +17.1% | -16.6% | -1.5% |
| YTD | +7.1% | -2.9% | +10.0% | +5.3% |
| 1Y | +8.1% | +8.8% | -0.7% | +4.3% |
| All | +8.1% | +16.3% | -8.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling