+88.7%
JEPQ vs OKTA
+45.3%
+43.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | +0.6% | +13.8% | -13.3% | -1.5% |
| 3M | +5.8% | +48.9% | -43.1% | 0.0% |
| 6M | +9.7% | +114.9% | -105.3% | -2.4% |
| YTD | +10.5% | +97.9% | -87.3% | -0.8% |
| 1Y | +18.4% | +89.7% | -71.3% | +6.7% |
| 3Y | +70.3% | +95.8% | -25.5% | +49.6% |
| All | +88.7% | +45.3% | +43.4% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling