+90.2%
JEPQ vs ONON
+4.1%
+86.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -0.2% | -2.1% | +1.9% | +0.2% |
| 30D | +0.8% | -11.6% | +12.4% | +2.6% |
| 3M | +4.0% | -30.1% | +34.1% | +9.0% |
| 6M | +10.4% | -30.5% | +40.9% | +15.3% |
| YTD | +11.4% | -41.0% | +52.5% | +19.2% |
| 1Y | +18.9% | -36.7% | +55.6% | +25.2% |
| 3Y | +70.3% | -8.6% | +78.9% | +63.9% |
| All | +90.2% | +4.1% | +86.1% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling