+90.2%
JEPQ vs OSCR
+338.7%
-248.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -0.2% | +1.6% | -1.8% | -0.3% |
| 30D | +0.8% | +10.7% | -9.9% | +0.1% |
| 3M | +4.0% | +13.4% | -9.4% | +2.9% |
| 6M | +10.4% | +144.6% | -134.2% | +3.7% |
| YTD | +11.4% | +128.0% | -116.6% | +5.0% |
| 1Y | +18.9% | +68.7% | -49.7% | +13.4% |
| 3Y | +70.3% | +398.8% | -328.5% | +45.0% |
| All | +90.2% | +338.7% | -248.5% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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