+90.4%
JEPQ vs RIG
+40.5%
+49.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +1.7% |
| 30D | +1.3% | +9.5% | -8.2% | +0.4% |
| 3M | +3.8% | -6.6% | +10.5% | +4.3% |
| 6M | +12.2% | -2.9% | +15.0% | +11.8% |
| YTD | +11.6% | +39.5% | -27.9% | +6.7% |
| 1Y | +19.9% | +82.3% | -62.4% | +11.1% |
| 3Y | +71.9% | -29.6% | +101.5% | +68.9% |
| All | +90.4% | +40.5% | +49.9% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling