+82.2%
JEPQ vs RBA
+93.1%
-10.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | +3.4% | +1.7% | +1.7% | +3.1% |
| 30D | -5.6% | +8.3% | -14.0% | -7.0% |
| 3M | -4.2% | +10.5% | -14.7% | -6.0% |
| 6M | -0.2% | -5.9% | +5.7% | +0.2% |
| YTD | +6.7% | -6.9% | +13.6% | +7.0% |
| 1Y | +9.5% | -4.9% | +14.3% | +9.2% |
| 3Y | +60.5% | +64.5% | -3.9% | +45.4% |
| All | +82.2% | +93.1% | -10.9% | +54.2% |
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