+82.2%
JEPQ vs ROP
+10.1%
+72.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | -5.6% | +28.8% | -34.4% | -12.4% |
| 3M | -4.2% | +21.1% | -25.2% | -9.5% |
| 6M | -0.2% | +52.5% | -52.7% | -14.1% |
| YTD | +6.7% | +8.9% | -2.2% | +5.7% |
| 1Y | +9.5% | +8.2% | +1.2% | +8.7% |
| 3Y | +60.5% | -5.2% | +65.7% | +67.3% |
| All | +82.2% | +10.1% | +72.0% | +76.8% |
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