+70.3%
JEPQ vs RRX
+5.4%
+64.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.2% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | +0.8% | -6.1% | +6.9% | +1.8% |
| 3M | +4.0% | -23.1% | +27.0% | +8.1% |
| 6M | +10.4% | -19.5% | +29.9% | +13.1% |
| YTD | +11.4% | +16.1% | -4.6% | +6.4% |
| 1Y | +18.9% | +12.9% | +6.0% | +13.8% |
| 3Y | +70.3% | +7.9% | +62.3% | +67.0% |
| All | +70.3% | +5.4% | +64.9% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling