+90.2%
JEPQ vs RMBS
+230.6%
-140.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +1.1% | +3.5% | -2.4% | +0.5% |
| 30D | +1.3% | -8.6% | +9.9% | +2.7% |
| 3M | +4.7% | -40.3% | +45.0% | +13.1% |
| 6M | +10.6% | -1.0% | +11.6% | +6.9% |
| YTD | +11.4% | -4.6% | +16.0% | +7.0% |
| 1Y | +19.4% | +17.6% | +1.8% | +8.1% |
| 3Y | +71.7% | +58.6% | +13.1% | +36.5% |
| All | +90.2% | +230.6% | -140.4% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling