+90.2%
JEPQ vs EOG
+44.2%
+46.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.2% | +1.5% | -1.6% | -0.3% |
| 30D | +0.8% | +2.9% | -2.2% | +0.4% |
| 3M | +4.0% | +8.7% | -4.8% | +2.6% |
| 6M | +10.4% | +12.9% | -2.5% | +7.9% |
| YTD | +11.4% | +43.8% | -32.4% | +4.5% |
| 1Y | +18.9% | +27.1% | -8.2% | +13.8% |
| 3Y | +70.3% | +25.9% | +44.4% | +61.4% |
| All | +90.2% | +44.2% | +46.0% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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