+49.6%
JEPQ vs RBRK
+159.6%
-109.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +15.6% | -16.4% | -2.5% |
| 7D | -0.9% | +7.0% | -7.8% | -1.7% |
| 30D | -0.8% | -2.0% | +1.2% | -1.0% |
| 3M | +2.6% | +46.9% | -44.4% | -2.8% |
| 6M | +11.8% | +87.5% | -75.7% | +2.0% |
| YTD | +10.6% | +31.0% | -20.4% | +5.4% |
| 1Y | +17.8% | +34.5% | -16.7% | +11.1% |
| All | +49.6% | +159.6% | -109.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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