+88.7%
JEPQ vs JOBY
+16.6%
+72.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -0.7% | -8.2% | +7.5% | +0.1% |
| 30D | +0.6% | -25.1% | +25.6% | +3.1% |
| 3M | +5.8% | -28.8% | +34.6% | +8.7% |
| 6M | +9.7% | -36.1% | +45.8% | +13.2% |
| YTD | +10.5% | -52.2% | +62.7% | +16.4% |
| 1Y | +18.4% | -52.4% | +70.8% | +23.8% |
| 3Y | +70.3% | -13.6% | +83.9% | +60.7% |
| All | +88.7% | +16.6% | +72.1% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling