+84.1%
JEPQ vs RF
+60.1%
+24.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +5.7% | +0.4% | +5.4% | +5.6% |
| 30D | -5.9% | +5.6% | -11.5% | -7.2% |
| 3M | -2.5% | -8.9% | +6.4% | -0.3% |
| 6M | +1.3% | +7.1% | -5.8% | -0.8% |
| YTD | +7.8% | +8.3% | -0.5% | +5.0% |
| 1Y | +8.8% | +16.8% | -8.1% | +3.8% |
| 3Y | +62.3% | +115.0% | -52.8% | +30.5% |
| All | +84.1% | +60.1% | +24.0% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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