+9.5%
JEPQ vs RCL
+25.0%
-15.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +3.4% | -1.2% | +4.6% | +3.5% |
| 30D | -5.6% | +17.8% | -23.5% | -7.2% |
| 3M | -4.2% | +4.9% | -9.1% | -4.6% |
| 6M | -0.2% | +23.7% | -23.9% | -2.5% |
| YTD | +6.7% | +17.8% | -11.1% | +4.6% |
| 1Y | +9.5% | +28.9% | -19.5% | +7.3% |
| All | +9.5% | +25.0% | -15.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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