+88.7%
JEPQ vs RBA
+63.4%
+25.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.7% | -3.3% | +2.6% | -0.1% |
| 30D | +0.6% | -9.8% | +10.3% | +2.4% |
| 3M | +5.8% | -23.5% | +29.3% | +10.4% |
| 6M | +9.7% | -21.5% | +31.2% | +13.8% |
| YTD | +10.5% | -21.2% | +31.7% | +14.2% |
| 1Y | +18.4% | -30.2% | +48.6% | +25.3% |
| 3Y | +70.3% | +25.3% | +45.0% | +61.5% |
| All | +88.7% | +63.4% | +25.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling