+18.9%
JEPQ vs ONON
-36.0%
+54.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.7% |
| 7D | -0.2% | -2.1% | +1.9% | 0.0% |
| 30D | +0.8% | -11.6% | +12.4% | +1.7% |
| 3M | +4.0% | -30.1% | +34.1% | +6.5% |
| 6M | +10.4% | -30.5% | +40.9% | +12.3% |
| YTD | +11.4% | -41.0% | +52.5% | +14.6% |
| 1Y | +18.9% | -36.7% | +55.6% | +23.2% |
| All | +18.9% | -36.0% | +54.9% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling