+88.8%
JEPQ vs RDW
+61.6%
+27.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -0.8% | -22.8% | +21.9% | +0.8% |
| 3M | +2.6% | -30.6% | +33.2% | +4.4% |
| 6M | +11.8% | +9.4% | +2.4% | +8.7% |
| YTD | +10.6% | +38.0% | -27.4% | +4.6% |
| 1Y | +17.8% | +20.7% | -2.9% | +11.3% |
| 3Y | +68.7% | +154.6% | -85.9% | +41.7% |
| All | +88.8% | +61.6% | +27.2% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling