+90.2%
JEPQ vs REPL
-14.5%
+104.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | -0.1% |
| 7D | +1.1% | -9.6% | +10.6% | +1.2% |
| 30D | +1.3% | +5.7% | -4.4% | +1.2% |
| 3M | +4.7% | +56.4% | -51.7% | +3.4% |
| 6M | +10.6% | +67.4% | -56.8% | +7.7% |
| YTD | +11.4% | +48.7% | -37.2% | +8.6% |
| 1Y | +19.4% | +148.3% | -128.9% | +14.3% |
| 3Y | +71.7% | -26.7% | +98.4% | +66.2% |
| All | +90.2% | -14.5% | +104.8% | +69.5% |
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