-6.9%
JEPQ vs RAM
-82.2%
+75.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -32.5% | +26.5% | -3.1% |
| 7D | -9.5% | -49.5% | +39.9% | -4.8% |
| 30D | -12.3% | -63.2% | +50.9% | -6.0% |
| 3M | -8.5% | -58.5% | +50.0% | -3.5% |
| All | -6.9% | -82.2% | +75.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 3y: compounded portfolio wealth divided by compounded RAM 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…
3y analysis · Full analysis span regression · Available span rolling