+8.4%
JEPQ vs RACE
+10.6%
-2.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.3% | +0.4% |
| 7D | -4.9% | +9.9% | -14.8% | -6.1% |
| 30D | -6.7% | +12.8% | -19.5% | -8.1% |
| 3M | -3.0% | +7.4% | -10.4% | -3.9% |
| 6M | +1.4% | +27.6% | -26.2% | -2.0% |
| YTD | +6.5% | +18.4% | -11.9% | +3.3% |
| 1Y | +8.4% | +9.5% | -1.1% | +6.0% |
| All | +8.4% | +10.6% | -2.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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