+90.2%
JEPQ vs RUN
-62.7%
+152.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -0.2% | -3.7% | +3.6% | +0.1% |
| 30D | +0.8% | -13.0% | +13.8% | +1.5% |
| 3M | +4.0% | -31.8% | +35.8% | +6.0% |
| 6M | +10.4% | -32.2% | +42.6% | +12.3% |
| YTD | +11.4% | -53.5% | +64.9% | +14.9% |
| 1Y | +18.9% | -46.5% | +65.4% | +21.2% |
| 3Y | +70.3% | -37.6% | +107.9% | +58.7% |
| All | +90.2% | -62.7% | +152.9% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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