+82.2%
JEPQ vs COMP
+76.3%
+5.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -5.6% | +16.6% | -22.2% | -6.9% |
| 3M | -4.2% | -23.5% | +19.4% | -2.4% |
| 6M | -0.2% | +25.7% | -25.9% | -2.7% |
| YTD | +6.7% | -3.4% | +10.1% | +5.4% |
| 1Y | +9.5% | +7.6% | +1.9% | +7.1% |
| 3Y | +60.5% | +423.6% | -363.1% | +33.1% |
| All | +82.2% | +76.3% | +5.8% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling