+88.7%
JEPQ vs ROL
+12.3%
+76.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | -3.2% | +2.6% | -0.2% |
| 30D | +0.6% | -6.6% | +7.2% | +1.5% |
| 3M | +5.8% | -27.3% | +33.1% | +10.6% |
| 6M | +9.7% | -38.1% | +47.7% | +17.6% |
| YTD | +10.5% | -41.8% | +52.3% | +19.5% |
| 1Y | +18.4% | -37.8% | +56.2% | +26.3% |
| 3Y | +70.3% | -0.3% | +70.6% | +63.9% |
| All | +88.7% | +12.3% | +76.3% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling