+70.3%
JEPQ vs JOBY
-13.5%
+83.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -0.2% | -5.2% | +5.0% | +0.3% |
| 30D | +0.8% | -19.7% | +20.5% | +2.6% |
| 3M | +4.0% | -31.7% | +35.7% | +6.9% |
| 6M | +10.4% | -37.5% | +47.9% | +13.8% |
| YTD | +11.4% | -51.6% | +63.0% | +16.5% |
| 1Y | +18.9% | -53.3% | +72.2% | +23.9% |
| 3Y | +70.3% | -12.2% | +82.5% | +65.1% |
| All | +70.3% | -13.5% | +83.8% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 3y: compounded portfolio wealth divided by compounded JOBY 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…
3y analysis · Full analysis span regression · 6 months rolling