+62.2%
JEPQ vs COO
-24.6%
+86.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +5.7% | -2.1% | +7.8% | +6.0% |
| 30D | -5.9% | +13.9% | -19.8% | -7.4% |
| 3M | -2.5% | -18.9% | +16.5% | 0.0% |
| 6M | +1.3% | +3.7% | -2.5% | -0.1% |
| YTD | +7.8% | -24.1% | +32.0% | +11.9% |
| 1Y | +8.8% | -14.2% | +23.0% | +10.6% |
| All | +62.2% | -24.6% | +86.8% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling