+9.7%
JEPQ vs ODFL
-7.5%
+17.1%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.7% | -2.8% | +2.1% | -0.3% |
| 30D | +0.6% | -13.7% | +14.2% | +2.3% |
| 3M | +5.8% | -23.4% | +29.2% | +8.9% |
| 6M | +9.7% | -7.2% | +16.8% | +8.3% |
| All | +9.7% | -7.5% | +17.1% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling