+90.5%
JEPQ vs RL
+259.1%
-168.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | +2.0% | -7.8% | +9.8% | +4.0% |
| 3M | +2.0% | -4.0% | +6.0% | +2.7% |
| 6M | +10.4% | -1.9% | +12.3% | +9.8% |
| YTD | +11.6% | -0.2% | +11.8% | +10.3% |
| 1Y | +20.7% | +10.7% | +10.0% | +15.5% |
| 3Y | +70.8% | +210.8% | -139.9% | +18.6% |
| All | +90.5% | +259.1% | -168.6% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling