+90.2%
JEPQ vs RUN
-61.6%
+151.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.2% |
| 7D | +1.1% | -1.8% | +2.9% | +1.2% |
| 30D | +1.3% | -10.8% | +12.2% | +1.9% |
| 3M | +4.7% | -30.2% | +34.8% | +6.6% |
| 6M | +10.6% | -22.3% | +32.9% | +11.7% |
| YTD | +11.4% | -52.2% | +63.6% | +14.7% |
| 1Y | +19.4% | -45.1% | +64.5% | +21.5% |
| 3Y | +71.7% | -37.1% | +108.8% | +60.1% |
| All | +90.2% | -61.6% | +151.8% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling