+80.2%
JEPQ vs RF
+62.4%
+17.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.7% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -8.2% | +7.0% | -15.2% | -9.7% |
| 3M | -4.1% | -7.0% | +2.9% | -2.5% |
| 6M | -0.8% | +6.8% | -7.6% | -2.8% |
| YTD | +5.5% | +9.9% | -4.4% | +2.4% |
| 1Y | +8.4% | +21.1% | -12.8% | +2.4% |
| 3Y | +60.9% | +119.6% | -58.8% | +28.7% |
| All | +80.2% | +62.4% | +17.7% | +60.6% |
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