+84.1%
JEPQ vs REPL
+30.0%
+54.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +5.7% | +9.8% | -4.1% | +5.6% |
| 30D | -5.9% | +81.5% | -87.4% | -6.8% |
| 3M | -2.5% | +44.2% | -46.7% | -3.1% |
| 6M | +1.3% | +437.4% | -436.1% | -2.4% |
| YTD | +7.8% | +126.1% | -118.3% | +4.4% |
| 1Y | +8.8% | +143.1% | -134.4% | +5.1% |
| 3Y | +62.3% | +97.8% | -35.6% | +47.6% |
| All | +84.1% | +30.0% | +54.1% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling