+90.5%
JEPQ vs ROL
+16.6%
+73.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | +2.0% | -4.1% | +6.1% | +2.5% |
| 3M | +2.0% | -22.5% | +24.5% | +5.6% |
| 6M | +10.4% | -37.7% | +48.1% | +18.4% |
| YTD | +11.6% | -39.6% | +51.2% | +20.1% |
| 1Y | +20.7% | -36.0% | +56.7% | +28.3% |
| 3Y | +70.8% | -5.1% | +76.0% | +66.8% |
| All | +90.5% | +16.6% | +73.9% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling