+90.2%
JEPQ vs OKTA
+41.4%
+48.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.1% |
| 7D | -0.2% | -2.4% | +2.3% | +0.1% |
| 30D | +0.8% | +13.0% | -12.3% | -1.2% |
| 3M | +4.0% | +41.7% | -37.7% | -1.2% |
| 6M | +10.4% | +105.9% | -95.5% | -1.2% |
| YTD | +11.4% | +92.6% | -81.1% | +0.3% |
| 1Y | +18.9% | +81.1% | -62.1% | +7.8% |
| 3Y | +70.3% | +84.8% | -14.6% | +50.7% |
| All | +90.2% | +41.4% | +48.8% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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