+88.7%
JEPQ vs EOG
+44.3%
+44.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +0.6% | +2.8% | -2.3% | +0.2% |
| 3M | +5.8% | +5.9% | -0.1% | +4.8% |
| 6M | +9.7% | +17.1% | -7.4% | +6.6% |
| YTD | +10.5% | +43.9% | -33.4% | +3.6% |
| 1Y | +18.4% | +26.9% | -8.5% | +13.4% |
| 3Y | +70.3% | +23.6% | +46.8% | +61.9% |
| All | +88.7% | +44.3% | +44.4% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling