+90.2%
JEPQ vs RDW
+63.6%
+26.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | -0.2% | +0.9% | -1.0% | -0.2% |
| 30D | +0.8% | -21.3% | +22.1% | +2.3% |
| 3M | +4.0% | -37.9% | +41.8% | +6.5% |
| 6M | +10.4% | +12.3% | -1.9% | +7.2% |
| YTD | +11.4% | +39.7% | -28.3% | +5.3% |
| 1Y | +18.9% | +25.7% | -6.8% | +12.0% |
| 3Y | +70.3% | +230.8% | -160.6% | +39.8% |
| All | +90.2% | +63.6% | +26.6% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling