+71.9%
JEPQ vs RCL
+180.0%
-108.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +1.3% | -17.3% | +18.7% | +5.0% |
| 3M | +3.8% | -2.8% | +6.6% | +4.0% |
| 6M | +12.2% | -4.4% | +16.6% | +12.1% |
| YTD | +11.6% | -4.2% | +15.7% | +10.5% |
| 1Y | +19.9% | -23.4% | +43.3% | +24.6% |
| 3Y | +71.9% | +179.4% | -107.5% | +31.0% |
| All | +71.9% | +180.0% | -108.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling