+90.2%
JEPQ vs O
+10.9%
+79.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.2% | -2.9% | +2.7% | +0.3% |
| 30D | +0.8% | -4.5% | +5.3% | +1.5% |
| 3M | +4.0% | -2.6% | +6.6% | +4.2% |
| 6M | +10.4% | -5.6% | +16.0% | +11.3% |
| YTD | +11.4% | +9.3% | +2.2% | +8.6% |
| 1Y | +18.9% | +4.3% | +14.6% | +17.1% |
| 3Y | +70.3% | +27.4% | +42.9% | +56.9% |
| All | +90.2% | +10.9% | +79.3% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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