+82.8%
JEPQ vs RACE
+105.8%
-23.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.3% | -3.9% | +3.5% | +0.8% |
| 30D | -6.6% | +6.8% | -13.4% | -8.2% |
| 3M | -2.6% | +1.3% | -3.9% | -3.0% |
| 6M | +0.5% | +26.3% | -25.8% | -6.2% |
| YTD | +7.1% | +13.8% | -6.7% | +2.3% |
| 1Y | +8.1% | -0.5% | +8.5% | +7.4% |
| 3Y | +61.2% | +25.6% | +35.5% | +38.4% |
| All | +82.8% | +105.8% | -23.0% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling