+90.4%
JEPQ vs ROST
+139.5%
-49.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +1.3% | -10.0% | +11.3% | +3.9% |
| 3M | +3.8% | +1.2% | +2.6% | +3.2% |
| 6M | +12.2% | +8.9% | +3.2% | +9.0% |
| YTD | +11.6% | +28.1% | -16.5% | +3.6% |
| 1Y | +19.9% | +53.0% | -33.1% | +5.9% |
| 3Y | +71.9% | +97.9% | -26.0% | +39.8% |
| All | +90.4% | +139.5% | -49.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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