+90.2%
JEPQ vs QSR
+63.8%
+26.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +1.1% | -2.4% | +3.4% | +1.6% |
| 30D | +1.3% | +5.7% | -4.4% | -0.1% |
| 3M | +4.7% | +6.9% | -2.3% | +2.7% |
| 6M | +10.6% | +6.9% | +3.7% | +8.2% |
| YTD | +11.4% | +14.9% | -3.5% | +6.6% |
| 1Y | +19.4% | +29.1% | -9.7% | +9.9% |
| 3Y | +71.7% | +26.1% | +45.6% | +54.0% |
| All | +90.2% | +63.8% | +26.4% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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