+90.2%
JEPQ vs RJF
+85.5%
+4.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | +1.3% | -2.0% | +3.3% | +1.9% |
| 3M | +4.7% | +16.3% | -11.6% | -0.3% |
| 6M | +10.6% | +16.9% | -6.3% | +4.9% |
| YTD | +11.4% | +10.4% | +1.0% | +7.2% |
| 1Y | +19.4% | +7.4% | +12.0% | +15.7% |
| 3Y | +71.7% | +72.2% | -0.5% | +40.6% |
| All | +90.2% | +85.5% | +4.7% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling