+88.7%
JEPQ vs NOC
+23.1%
+65.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | +0.6% | -9.4% | +10.0% | +0.9% |
| 3M | +5.8% | -3.8% | +9.6% | +5.9% |
| 6M | +9.7% | -28.8% | +38.4% | +11.3% |
| YTD | +10.5% | -7.9% | +18.4% | +10.6% |
| 1Y | +18.4% | -9.0% | +27.4% | +18.5% |
| 3Y | +70.3% | +29.1% | +41.3% | +64.0% |
| All | +88.7% | +23.1% | +65.6% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling