+90.4%
JEPQ vs RF
+68.8%
+21.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.3% |
| 7D | +1.4% | +2.7% | -1.2% | +0.8% |
| 30D | +1.3% | -3.4% | +4.7% | +2.2% |
| 3M | +3.8% | +6.4% | -2.5% | +2.1% |
| 6M | +12.2% | +13.4% | -1.2% | +8.3% |
| YTD | +11.6% | +14.2% | -2.7% | +7.3% |
| 1Y | +19.9% | +15.7% | +4.2% | +14.7% |
| 3Y | +71.9% | +91.3% | -19.4% | +42.6% |
| All | +90.4% | +68.8% | +21.6% | +68.2% |
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