+9.5%
JEPQ vs JD
-8.1%
+17.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.1% |
| 7D | +3.4% | -4.1% | +7.5% | +3.6% |
| 30D | -5.6% | +4.6% | -10.2% | -6.0% |
| 3M | -4.2% | -4.7% | +0.6% | -3.8% |
| 6M | -0.2% | -17.4% | +17.2% | +2.0% |
| YTD | +6.7% | +0.7% | +6.0% | +5.8% |
| 1Y | +9.5% | -5.9% | +15.3% | +10.0% |
| All | +9.5% | -8.1% | +17.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling