+70.3%
JEPQ vs ODFL
-13.7%
+84.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.2% | -3.3% | +3.1% | +0.4% |
| 30D | +0.8% | -15.3% | +16.1% | +3.4% |
| 3M | +4.0% | -27.3% | +31.3% | +9.2% |
| 6M | +10.4% | -4.5% | +14.9% | +10.5% |
| YTD | +11.4% | +15.1% | -3.7% | +7.4% |
| 1Y | +18.9% | +21.1% | -2.2% | +13.3% |
| 3Y | +70.3% | -14.1% | +84.4% | +67.9% |
| All | +70.3% | -13.7% | +84.0% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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