+82.8%
JEPQ vs RBA
+94.1%
-11.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | -6.6% | +9.0% | -15.5% | -8.0% |
| 3M | -2.6% | +7.2% | -9.7% | -3.9% |
| 6M | +0.5% | -7.8% | +8.2% | +1.3% |
| YTD | +7.1% | -6.4% | +13.5% | +7.3% |
| 1Y | +8.1% | -4.2% | +12.3% | +7.7% |
| 3Y | +61.2% | +64.1% | -2.9% | +46.0% |
| All | +82.8% | +94.1% | -11.3% | +54.7% |
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 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