+90.5%
JEPQ vs P
+238.2%
-147.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +0.7% | +6.5% | -5.9% | -0.4% |
| 30D | +2.0% | +18.8% | -16.9% | -1.4% |
| 3M | +2.0% | +26.7% | -24.8% | -2.9% |
| 6M | +10.4% | +62.2% | -51.8% | -0.1% |
| YTD | +11.6% | +48.5% | -36.9% | +1.9% |
| 1Y | +20.7% | +26.4% | -5.7% | +11.5% |
| 3Y | +70.8% | +159.4% | -88.6% | +29.4% |
| All | +90.5% | +238.2% | -147.7% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling