+90.5%
JEPQ vs FROG
+310.5%
-220.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.7% |
| 7D | +0.7% | -11.3% | +12.0% | +1.9% |
| 30D | +2.0% | +3.6% | -1.7% | +1.3% |
| 3M | +2.0% | +1.7% | +0.3% | +1.3% |
| 6M | +10.4% | +123.5% | -113.1% | -0.7% |
| YTD | +11.6% | +40.2% | -28.6% | +5.3% |
| 1Y | +20.7% | +81.0% | -60.3% | +9.3% |
| 3Y | +70.8% | +194.8% | -123.9% | +37.7% |
| All | +90.5% | +310.5% | -220.0% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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