+82.2%
JEPQ vs RL
+296.1%
-213.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | +3.4% | +2.6% | +0.8% | +2.7% |
| 30D | -5.6% | +2.9% | -8.5% | -6.3% |
| 3M | -4.2% | 0.0% | -4.2% | -4.3% |
| 6M | -0.2% | +17.1% | -17.3% | -4.9% |
| YTD | +6.7% | +10.1% | -3.4% | +2.7% |
| 1Y | +9.5% | +17.3% | -7.8% | +3.4% |
| 3Y | +60.5% | +249.3% | -188.8% | +8.1% |
| All | +82.2% | +296.1% | -213.9% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling