+90.4%
JEPQ vs NOC
+23.0%
+67.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +1.5% |
| 30D | +1.3% | -8.9% | +10.2% | +1.6% |
| 3M | +3.8% | -3.7% | +7.5% | +3.9% |
| 6M | +12.2% | -30.8% | +43.0% | +14.0% |
| YTD | +11.6% | -7.9% | +19.5% | +11.6% |
| 1Y | +19.9% | -9.4% | +29.3% | +20.0% |
| 3Y | +71.9% | +29.0% | +42.9% | +65.6% |
| All | +90.4% | +23.0% | +67.5% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling