+62.2%
JEPQ vs OUST
+659.3%
-597.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | 0.0% |
| 7D | +5.7% | +19.9% | -14.2% | +4.3% |
| 30D | -5.9% | +3.6% | -9.5% | -6.4% |
| 3M | -2.5% | -20.6% | +18.2% | -1.6% |
| 6M | +1.3% | +35.1% | -33.8% | -2.4% |
| YTD | +7.8% | +69.1% | -61.3% | +1.8% |
| 1Y | +8.8% | +49.9% | -41.2% | +3.1% |
| All | +62.2% | +659.3% | -597.1% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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