+82.2%
JEPQ vs ROL
+27.0%
+55.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | +3.4% | +3.0% | +0.4% | +3.1% |
| 30D | -5.6% | +19.8% | -25.4% | -7.7% |
| 3M | -4.2% | +7.9% | -12.1% | -5.0% |
| 6M | -0.2% | -25.6% | +25.5% | +4.4% |
| YTD | +6.7% | -34.1% | +40.9% | +13.7% |
| 1Y | +9.5% | -31.4% | +40.9% | +15.7% |
| 3Y | +60.5% | +4.7% | +55.9% | +54.7% |
| All | +82.2% | +27.0% | +55.1% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling