+8.8%
JEPQ vs RBA
-5.6%
+14.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +5.7% | -0.5% | +6.3% | +5.8% |
| 30D | -5.9% | +6.8% | -12.8% | -6.3% |
| 3M | -2.5% | +9.5% | -11.9% | -3.2% |
| 6M | +1.3% | -8.2% | +9.5% | +1.7% |
| YTD | +7.8% | -7.7% | +15.6% | +6.3% |
| 1Y | +8.8% | -6.9% | +15.7% | +7.0% |
| All | +8.8% | -5.6% | +14.3% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling