+90.2%
JEPQ vs OTIS
+1.2%
+89.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +1.1% | -2.2% | +3.2% | +1.7% |
| 30D | +1.3% | -4.3% | +5.6% | +2.6% |
| 3M | +4.7% | -2.2% | +6.9% | +5.1% |
| 6M | +10.6% | -19.9% | +30.5% | +18.3% |
| YTD | +11.4% | -19.3% | +30.8% | +18.5% |
| 1Y | +19.4% | -19.6% | +39.0% | +26.8% |
| 3Y | +71.7% | -11.5% | +83.2% | +67.9% |
| All | +90.2% | +1.2% | +89.0% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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