+56.3%
JEPQ vs RF
+104.8%
-48.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | -5.6% | -0.9% | -4.7% | -5.4% |
| 30D | -11.3% | +6.0% | -17.3% | -12.5% |
| 3M | -6.5% | -8.9% | +2.4% | -4.5% |
| 6M | -3.6% | +2.3% | -5.9% | -4.4% |
| YTD | +2.2% | +7.6% | -5.3% | -0.3% |
| 1Y | +4.8% | +21.2% | -16.4% | -1.0% |
| 3Y | +56.3% | +108.5% | -52.3% | +37.1% |
| All | +56.3% | +104.8% | -48.6% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling