+90.2%
JEPQ vs RRC
+32.4%
+57.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.0% |
| 7D | -0.2% | -2.0% | +1.9% | +0.1% |
| 30D | +0.8% | +2.4% | -1.6% | +0.5% |
| 3M | +4.0% | +8.6% | -4.6% | +2.7% |
| 6M | +10.4% | -1.4% | +11.8% | +10.2% |
| YTD | +11.4% | +17.3% | -5.9% | +8.3% |
| 1Y | +18.9% | +18.1% | +0.8% | +15.1% |
| 3Y | +70.3% | +32.8% | +37.5% | +60.5% |
| All | +90.2% | +32.4% | +57.8% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling