+90.2%
JEPQ vs RMBS
+228.1%
-137.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | -0.2% | +1.8% | -1.9% | -0.4% |
| 30D | +0.8% | -13.9% | +14.7% | +3.2% |
| 3M | +4.0% | -39.8% | +43.8% | +12.1% |
| 6M | +10.4% | -6.0% | +16.4% | +7.7% |
| YTD | +11.4% | -5.4% | +16.8% | +7.1% |
| 1Y | +18.9% | -1.8% | +20.7% | +11.9% |
| 3Y | +70.3% | +53.7% | +16.6% | +36.4% |
| All | +90.2% | +228.1% | -137.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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