+90.2%
JEPQ vs RNG
-18.8%
+109.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.2% | -6.1% | +5.9% | +0.5% |
| 30D | +0.8% | +9.6% | -8.8% | -0.3% |
| 3M | +4.0% | +83.3% | -79.4% | -3.6% |
| 6M | +10.4% | +77.9% | -67.6% | +1.9% |
| YTD | +11.4% | +139.9% | -128.5% | -2.3% |
| 1Y | +18.9% | +121.7% | -102.7% | +5.1% |
| 3Y | +70.3% | +121.9% | -51.6% | +45.6% |
| All | +90.2% | -18.8% | +109.1% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling