+90.4%
JEPQ vs O
+13.7%
+76.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +1.3% | -2.0% | +3.3% | +1.7% |
| 3M | +3.8% | +3.0% | +0.8% | +3.0% |
| 6M | +12.2% | -3.6% | +15.8% | +12.7% |
| YTD | +11.6% | +12.1% | -0.5% | +8.2% |
| 1Y | +19.9% | +8.9% | +11.0% | +17.0% |
| 3Y | +71.9% | +30.3% | +41.6% | +57.9% |
| All | +90.4% | +13.7% | +76.7% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling