+70.3%
JEPQ vs ONTO
+113.5%
-43.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +1.1% | +9.4% | -8.3% | -0.4% |
| 30D | +1.3% | -4.4% | +5.8% | +1.6% |
| 3M | +4.7% | +1.6% | +3.1% | +2.7% |
| 6M | +10.6% | +45.3% | -34.6% | +1.5% |
| YTD | +11.4% | +76.4% | -64.9% | -1.5% |
| 1Y | +19.4% | +167.2% | -147.7% | -2.2% |
| All | +70.3% | +113.5% | -43.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 3y: compounded portfolio wealth divided by compounded ONTO 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…
3y analysis · Full analysis span regression · 6 months rolling