+90.5%
JEPQ vs RF
+70.8%
+19.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.7% | +1.3% | -0.6% | +0.3% |
| 30D | +2.0% | -3.6% | +5.6% | +2.9% |
| 3M | +2.0% | +8.1% | -6.1% | -0.1% |
| 6M | +10.4% | +11.5% | -1.1% | +7.1% |
| YTD | +11.6% | +15.6% | -4.0% | +7.0% |
| 1Y | +20.7% | +15.7% | +5.0% | +15.5% |
| 3Y | +70.8% | +86.9% | -16.1% | +42.7% |
| All | +90.5% | +70.8% | +19.7% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling