+90.2%
JEPQ vs RJF
+83.4%
+6.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.2% | -2.7% | +2.6% | +0.7% |
| 30D | +0.8% | -4.3% | +5.0% | +2.0% |
| 3M | +4.0% | +15.7% | -11.8% | -0.8% |
| 6M | +10.4% | +17.8% | -7.4% | +4.4% |
| YTD | +11.4% | +9.2% | +2.3% | +7.6% |
| 1Y | +18.9% | +2.8% | +16.1% | +16.9% |
| 3Y | +70.3% | +69.5% | +0.8% | +40.2% |
| All | +90.2% | +83.4% | +6.8% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling