+84.1%
JEPQ vs COO
-29.5%
+113.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +5.7% | -2.1% | +7.8% | +6.2% |
| 30D | -5.9% | +13.9% | -19.8% | -8.5% |
| 3M | -2.5% | -18.9% | +16.5% | +1.7% |
| 6M | +1.3% | +3.7% | -2.5% | -0.9% |
| YTD | +7.8% | -24.1% | +32.0% | +14.2% |
| 1Y | +8.8% | -14.2% | +23.0% | +11.3% |
| 3Y | +62.3% | -24.5% | +86.7% | +64.3% |
| All | +84.1% | -29.5% | +113.6% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling