+18.9%
JEPQ vs RL
+8.8%
+10.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.2% | -3.4% | +3.3% | +0.4% |
| 30D | +0.8% | -14.4% | +15.2% | +3.3% |
| 3M | +4.0% | -13.6% | +17.5% | +6.3% |
| 6M | +10.4% | +0.6% | +9.8% | +9.2% |
| YTD | +11.4% | -3.6% | +15.0% | +10.8% |
| 1Y | +18.9% | +8.3% | +10.6% | +15.0% |
| All | +18.9% | +8.8% | +10.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling