+88.7%
JEPQ vs REPL
-21.7%
+110.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.4% | +7.6% | -0.7% |
| 7D | -0.7% | -13.4% | +12.8% | -0.5% |
| 30D | +0.6% | -3.0% | +3.6% | +0.6% |
| 3M | +5.8% | +56.3% | -50.5% | +4.4% |
| 6M | +9.7% | +60.9% | -51.2% | +6.8% |
| YTD | +10.5% | +36.2% | -25.7% | +7.9% |
| 1Y | +18.4% | +121.0% | -102.6% | +13.5% |
| 3Y | +70.3% | -32.8% | +103.1% | +65.0% |
| All | +88.7% | -21.7% | +110.4% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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