+90.5%
JEPQ vs RBA
+69.5%
+21.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.7% | -2.9% | +3.6% | +1.2% |
| 30D | +2.0% | -12.3% | +14.3% | +4.3% |
| 3M | +2.0% | -20.5% | +22.5% | +5.8% |
| 6M | +10.4% | -18.5% | +28.9% | +13.7% |
| YTD | +11.6% | -18.2% | +29.8% | +14.6% |
| 1Y | +20.7% | -27.5% | +48.2% | +26.8% |
| 3Y | +70.8% | +38.1% | +32.7% | +59.2% |
| All | +90.5% | +69.5% | +21.0% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling