+18.9%
JEPQ vs RNG
+128.1%
-109.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.2% | -6.1% | +5.9% | 0.0% |
| 30D | +0.8% | +9.6% | -8.8% | +0.6% |
| 3M | +4.0% | +83.3% | -79.4% | +2.6% |
| 6M | +10.4% | +77.9% | -67.6% | +8.7% |
| YTD | +11.4% | +139.9% | -128.5% | +7.5% |
| 1Y | +18.9% | +121.7% | -102.7% | +14.3% |
| All | +18.9% | +128.1% | -109.2% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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