+50.7%
JEPQ vs RBRK
+124.5%
-73.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.1% |
| 7D | -0.2% | -7.5% | +7.3% | +0.7% |
| 30D | +0.8% | -10.4% | +11.2% | +1.7% |
| 3M | +4.0% | +21.3% | -17.3% | +0.8% |
| 6M | +10.4% | +50.6% | -40.3% | +3.5% |
| YTD | +11.4% | +13.3% | -1.9% | +8.1% |
| 1Y | +18.9% | +11.2% | +7.7% | +14.9% |
| All | +50.7% | +124.5% | -73.8% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling