+82.2%
JEPQ vs RCAT
+82.7%
-0.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.9% |
| 7D | +3.4% | -5.9% | +9.3% | +3.7% |
| 30D | -5.6% | -19.7% | +14.1% | -4.9% |
| 3M | -4.2% | -62.9% | +58.7% | -0.4% |
| 6M | -0.2% | -59.6% | +59.4% | +2.8% |
| YTD | +6.7% | -52.1% | +58.8% | +8.3% |
| 1Y | +9.5% | -50.9% | +60.4% | +10.7% |
| 3Y | +60.5% | +333.8% | -273.3% | +46.3% |
| All | +82.2% | +82.7% | -0.5% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling