+88.7%
JEPQ vs GRAB
-2.9%
+91.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.7% | -12.0% | +11.3% | +1.0% |
| 30D | +0.6% | -19.5% | +20.1% | +3.3% |
| 3M | +5.8% | -8.0% | +13.7% | +6.7% |
| 6M | +9.7% | -22.2% | +31.9% | +12.8% |
| YTD | +10.5% | -39.7% | +50.2% | +17.3% |
| 1Y | +18.4% | -43.2% | +61.6% | +26.3% |
| 3Y | +70.3% | -19.1% | +89.4% | +71.1% |
| All | +88.7% | -2.9% | +91.6% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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