+90.5%
JEPQ vs NIO
-77.9%
+168.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +0.7% | -13.0% | +13.7% | +1.9% |
| 30D | +2.0% | -18.3% | +20.3% | +3.7% |
| 3M | +2.0% | -33.2% | +35.2% | +5.4% |
| 6M | +10.4% | -21.5% | +31.9% | +12.0% |
| YTD | +11.6% | -25.5% | +37.1% | +13.6% |
| 1Y | +20.7% | -38.0% | +58.7% | +24.3% |
| 3Y | +70.8% | -65.5% | +136.3% | +79.8% |
| All | +90.5% | -77.9% | +168.4% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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