+70.3%
JEPQ vs RCAT
+738.1%
-667.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.1% |
| 7D | +1.1% | -2.3% | +3.3% | +1.1% |
| 30D | +1.3% | -18.7% | +20.0% | +2.0% |
| 3M | +4.7% | -29.3% | +34.0% | +5.6% |
| 6M | +10.6% | -42.3% | +52.9% | +11.8% |
| YTD | +11.4% | +2.5% | +8.9% | +10.1% |
| 1Y | +19.4% | -5.7% | +25.1% | +17.6% |
| All | +70.3% | +738.1% | -667.9% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 3y: compounded portfolio wealth divided by compounded RCAT 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…
3y analysis · Full analysis span regression · 6 months rolling