+90.4%
JEPQ vs COO
-23.3%
+113.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | +1.4% | -2.3% | +3.7% | +2.0% |
| 30D | +1.3% | -8.8% | +10.1% | +3.4% |
| 3M | +3.8% | +1.3% | +2.5% | +3.1% |
| 6M | +12.2% | -11.6% | +23.7% | +15.1% |
| YTD | +11.6% | -17.4% | +29.0% | +16.4% |
| 1Y | +19.9% | -1.6% | +21.5% | +19.1% |
| 3Y | +71.9% | -22.6% | +94.5% | +75.9% |
| All | +90.4% | -23.3% | +113.8% | +97.7% |
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