+70.3%
JEPQ vs O
+28.0%
+42.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +1.1% | -2.3% | +3.3% | +1.1% |
| 30D | +1.3% | -2.4% | +3.8% | +1.3% |
| 3M | +4.7% | -0.6% | +5.3% | +4.5% |
| 6M | +10.6% | -5.0% | +15.6% | +10.7% |
| YTD | +11.4% | +10.4% | +1.0% | +10.3% |
| 1Y | +19.4% | +6.6% | +12.9% | +18.6% |
| All | +70.3% | +28.0% | +42.3% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling