+56.3%
JEPQ vs COMP
+353.8%
-297.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.7% | -9.6% | +0.4% |
| 7D | -5.6% | +13.4% | -19.1% | -6.5% |
| 30D | -11.3% | +11.1% | -22.4% | -12.1% |
| 3M | -6.5% | -18.8% | +12.3% | -5.4% |
| 6M | -3.6% | +10.5% | -14.1% | -4.8% |
| YTD | +2.2% | -3.4% | +5.6% | +1.1% |
| 1Y | +4.8% | +19.7% | -14.9% | +2.1% |
| 3Y | +56.3% | +381.6% | -325.3% | +41.9% |
| All | +56.3% | +353.8% | -297.5% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling