+90.2%
JEPQ vs NOC
+23.1%
+67.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.2% | +0.8% | -0.9% | -0.2% |
| 30D | +0.8% | -9.7% | +10.5% | +1.1% |
| 3M | +4.0% | -5.6% | +9.6% | +4.2% |
| 6M | +10.4% | -28.6% | +39.0% | +12.0% |
| YTD | +11.4% | -7.9% | +19.3% | +11.5% |
| 1Y | +18.9% | -9.5% | +28.4% | +19.1% |
| 3Y | +70.3% | +28.4% | +41.9% | +64.1% |
| All | +90.2% | +23.1% | +67.2% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling