+20.7%
JEPQ vs RVMD
+430.6%
-409.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.7% | +1.0% | -0.4% | +0.6% |
| 30D | +2.0% | +6.4% | -4.5% | +1.7% |
| 3M | +2.0% | +34.9% | -32.9% | +0.6% |
| 6M | +10.4% | +107.6% | -97.1% | +7.0% |
| YTD | +11.6% | +163.7% | -152.1% | +7.0% |
| 1Y | +20.7% | +439.2% | -418.5% | +12.3% |
| All | +20.7% | +430.6% | -409.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling