+8.4%
JEPQ vs RMD
-1.9%
+10.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | +0.8% |
| 7D | -4.9% | -3.9% | -1.1% | -4.8% |
| 30D | -6.7% | +7.9% | -14.6% | -6.6% |
| 3M | -3.0% | +8.1% | -11.1% | -2.9% |
| 6M | +1.4% | +15.5% | -14.1% | +2.0% |
| YTD | +6.5% | +0.7% | +5.8% | +9.0% |
| 1Y | +8.4% | -1.4% | +9.8% | +11.1% |
| All | +8.4% | -1.9% | +10.3% | +11.1% |
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