+90.2%
JEPQ vs NCLH
-25.9%
+116.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -0.2% | -4.8% | +4.7% | +0.6% |
| 30D | +0.8% | -21.7% | +22.4% | +4.4% |
| 3M | +4.0% | -22.2% | +26.2% | +7.4% |
| 6M | +10.4% | -27.5% | +37.9% | +14.6% |
| YTD | +11.4% | -33.6% | +45.0% | +16.5% |
| 1Y | +18.9% | -45.0% | +63.9% | +27.5% |
| 3Y | +70.3% | -11.0% | +81.3% | +63.0% |
| All | +90.2% | -25.9% | +116.1% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 5y: compounded portfolio wealth divided by compounded NCLH 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…
5y analysis · Full analysis span regression · 6 months rolling