+17.2%
JEPQ vs RBRK
+32.8%
-15.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +15.6% | -16.4% | -1.7% |
| 7D | -0.9% | +7.0% | -7.8% | -1.3% |
| 30D | -0.8% | -2.0% | +1.2% | -0.8% |
| 3M | +2.6% | +46.9% | -44.4% | -0.7% |
| 6M | +11.8% | +87.5% | -75.7% | +5.6% |
| YTD | +10.6% | +31.0% | -20.4% | +7.4% |
| All | +17.2% | +32.8% | -15.5% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling