+90.2%
JEPQ vs RNG
-18.0%
+108.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.1% | -4.1% | +5.1% | +1.5% |
| 30D | +1.3% | +8.6% | -7.3% | +0.3% |
| 3M | +4.7% | +78.0% | -73.3% | -2.6% |
| 6M | +10.6% | +67.0% | -56.4% | +2.9% |
| YTD | +11.4% | +142.4% | -131.0% | -2.4% |
| 1Y | +19.4% | +120.4% | -101.0% | +5.7% |
| 3Y | +71.7% | +122.1% | -50.4% | +46.9% |
| All | +90.2% | -18.0% | +108.2% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling