+90.2%
JEPQ vs RL
+243.1%
-152.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.7% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | +1.3% | -17.5% | +18.8% | +6.3% |
| 3M | +4.7% | -14.0% | +18.7% | +8.4% |
| 6M | +10.6% | -2.0% | +12.6% | +10.0% |
| YTD | +11.4% | -4.6% | +16.0% | +11.3% |
| 1Y | +19.4% | +9.5% | +9.9% | +14.5% |
| 3Y | +71.7% | +200.5% | -128.8% | +20.1% |
| All | +90.2% | +243.1% | -152.9% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling