+90.2%
JEPQ vs RIG
+38.3%
+51.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | -0.2% | -3.1% | +2.9% | +0.1% |
| 30D | +0.8% | -0.5% | +1.3% | +0.8% |
| 3M | +4.0% | -6.0% | +9.9% | +4.3% |
| 6M | +10.4% | -10.1% | +20.5% | +10.8% |
| YTD | +11.4% | +37.3% | -25.9% | +6.8% |
| 1Y | +18.9% | +73.9% | -55.0% | +10.7% |
| 3Y | +70.3% | -30.2% | +100.5% | +67.5% |
| All | +90.2% | +38.3% | +51.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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