+90.4%
JEPQ vs OMC
+20.5%
+70.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +1.4% | -5.8% | +7.2% | +2.6% |
| 30D | +1.3% | -4.8% | +6.2% | +2.2% |
| 3M | +3.8% | +9.2% | -5.4% | +1.4% |
| 6M | +12.2% | -2.5% | +14.7% | +12.2% |
| YTD | +11.6% | +2.6% | +9.0% | +9.9% |
| 1Y | +19.9% | +5.9% | +13.9% | +16.6% |
| 3Y | +71.9% | +14.2% | +57.7% | +57.9% |
| All | +90.4% | +20.5% | +70.0% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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