+18.9%
JEPQ vs RIO
+69.4%
-50.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.2% | -3.2% | +3.1% | +0.6% |
| 30D | +0.8% | +0.9% | -0.1% | +0.5% |
| 3M | +4.0% | -1.4% | +5.4% | +4.0% |
| 6M | +10.4% | +10.9% | -0.6% | +6.8% |
| YTD | +11.4% | +31.2% | -19.8% | +4.0% |
| 1Y | +18.9% | +67.9% | -49.0% | +4.7% |
| All | +18.9% | +69.4% | -50.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling