+90.2%
JEPQ vs RIO
+96.7%
-6.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.1% | +1.0% | +0.1% | +0.8% |
| 30D | +1.3% | +4.0% | -2.7% | +0.3% |
| 3M | +4.7% | +4.5% | +0.2% | +3.3% |
| 6M | +10.6% | +17.3% | -6.7% | +5.8% |
| YTD | +11.4% | +36.2% | -24.7% | +2.5% |
| 1Y | +19.4% | +76.1% | -56.7% | +2.9% |
| 3Y | +71.7% | +102.5% | -30.8% | +40.8% |
| All | +90.2% | +96.7% | -6.4% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling