+19.4%
JEPQ vs P
+22.0%
-2.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.3% |
| 7D | +1.1% | +5.0% | -3.9% | +0.5% |
| 30D | +1.3% | -0.9% | +2.3% | +1.1% |
| 3M | +4.7% | +38.7% | -34.0% | -0.1% |
| 6M | +10.6% | +54.4% | -43.8% | +3.4% |
| YTD | +11.4% | +44.8% | -33.4% | +4.6% |
| 1Y | +19.4% | +22.5% | -3.1% | +12.3% |
| All | +19.4% | +22.0% | -2.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling