+79.3%
JEPQ vs ROIV
+953.5%
-874.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -1.4% | +14.3% | -15.7% | -2.7% |
| 30D | -8.6% | +16.2% | -24.9% | -10.0% |
| 3M | -4.5% | +15.1% | -19.6% | -6.2% |
| 6M | -1.3% | +44.2% | -45.5% | -5.4% |
| YTD | +5.0% | +89.8% | -84.8% | -2.3% |
| 1Y | +5.9% | +94.6% | -88.7% | -1.9% |
| 3Y | +58.0% | +367.5% | -309.5% | +33.6% |
| All | +79.3% | +953.5% | -874.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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