+74.5%
JEPQ vs OUST
+4.2%
+70.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.0% | -12.8% | +0.2% |
| 7D | -5.6% | +17.0% | -22.6% | -6.8% |
| 30D | -11.3% | -16.5% | +5.2% | -10.5% |
| 3M | -6.5% | -23.7% | +17.2% | -5.3% |
| 6M | -3.6% | +18.4% | -22.0% | -6.6% |
| YTD | +2.2% | +60.8% | -58.6% | -3.6% |
| 1Y | +4.8% | +44.2% | -39.4% | -0.7% |
| 3Y | +56.3% | +668.1% | -611.8% | +25.1% |
| All | +74.5% | +4.2% | +70.3% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling