+18.0%
JEPQ vs ROP
-23.7%
+41.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.7% | -8.0% | +7.3% | -1.1% |
| 30D | +0.6% | -2.7% | +3.3% | +0.4% |
| 3M | +5.8% | +16.6% | -10.8% | +6.1% |
| 6M | +9.7% | +10.4% | -0.7% | +10.3% |
| YTD | +10.5% | -12.1% | +22.6% | +11.9% |
| All | +18.0% | -23.7% | +41.7% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling