+82.2%
JEPQ vs FROG
+432.3%
-350.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.8% | -1.3% |
| 7D | +3.4% | +12.5% | -9.1% | +2.1% |
| 30D | -5.6% | +23.5% | -29.1% | -8.4% |
| 3M | -4.2% | +19.4% | -23.5% | -6.9% |
| 6M | -0.2% | +77.0% | -77.2% | -7.7% |
| YTD | +6.7% | +81.9% | -75.2% | -2.9% |
| 1Y | +9.5% | +90.7% | -81.2% | -1.2% |
| 3Y | +60.5% | +328.5% | -268.0% | +22.6% |
| All | +82.2% | +432.3% | -350.2% | +28.7% |
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