+88.7%
JEPQ vs RL
+244.2%
-155.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.7% | -2.2% | +1.5% | -0.1% |
| 30D | +0.6% | -15.3% | +15.9% | +4.8% |
| 3M | +5.8% | -10.3% | +16.1% | +8.4% |
| 6M | +9.7% | -2.2% | +11.9% | +9.1% |
| YTD | +10.5% | -4.3% | +14.8% | +10.4% |
| 1Y | +18.4% | +8.9% | +9.5% | +13.7% |
| 3Y | +70.3% | +201.4% | -131.1% | +19.0% |
| All | +88.7% | +244.2% | -155.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling