+20.7%
JEPQ vs RMD
-14.6%
+35.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.7% | -5.0% | +5.7% | +0.8% |
| 30D | +2.0% | +2.2% | -0.2% | +2.0% |
| 3M | +2.0% | +17.8% | -15.9% | +1.5% |
| 6M | +10.4% | -11.3% | +21.7% | +13.0% |
| YTD | +11.6% | -4.4% | +16.0% | +13.7% |
| 1Y | +20.7% | -15.7% | +36.4% | +25.3% |
| All | +20.7% | -14.6% | +35.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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