+88.7%
JEPQ vs ROP
-11.1%
+99.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.7% | -8.0% | +7.3% | +1.9% |
| 30D | +0.6% | -2.7% | +3.3% | +1.3% |
| 3M | +5.8% | +16.6% | -10.8% | -0.7% |
| 6M | +9.7% | +10.4% | -0.7% | +4.8% |
| YTD | +10.5% | -12.1% | +22.6% | +16.6% |
| 1Y | +18.4% | -23.6% | +42.0% | +33.7% |
| 3Y | +70.3% | -19.3% | +89.6% | +83.2% |
| All | +88.7% | -11.1% | +99.8% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling