+90.2%
JEPQ vs RVMD
+830.9%
-740.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.2% | -3.0% | +2.8% | +0.1% |
| 30D | +0.8% | -0.7% | +1.5% | +0.8% |
| 3M | +4.0% | +36.5% | -32.6% | +1.1% |
| 6M | +10.4% | +104.6% | -94.2% | +2.9% |
| YTD | +11.4% | +155.8% | -144.4% | +1.0% |
| 1Y | +18.9% | +340.7% | -321.8% | +2.0% |
| 3Y | +70.3% | +519.9% | -449.6% | +38.4% |
| All | +90.2% | +830.9% | -740.7% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling