+88.7%
JEPQ vs COO
-38.6%
+127.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.7% | +13.9% | +2.4% |
| 7D | -0.7% | -23.3% | +22.7% | +4.9% |
| 30D | +0.6% | -29.5% | +30.0% | +8.2% |
| 3M | +5.8% | -20.0% | +25.8% | +10.3% |
| 6M | +9.7% | -27.2% | +36.9% | +16.9% |
| YTD | +10.5% | -33.9% | +44.4% | +20.7% |
| 1Y | +18.4% | -19.9% | +38.3% | +22.5% |
| 3Y | +70.3% | -38.1% | +108.4% | +82.3% |
| All | +88.7% | -38.6% | +127.3% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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