+90.2%
JEPQ vs RVTY
-15.3%
+105.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.2% |
| 7D | -0.2% | -4.5% | +4.4% | +0.8% |
| 30D | +0.8% | +5.5% | -4.7% | -0.4% |
| 3M | +4.0% | +22.5% | -18.6% | -0.8% |
| 6M | +10.4% | +38.9% | -28.5% | +2.0% |
| YTD | +11.4% | +28.7% | -17.3% | +4.3% |
| 1Y | +18.9% | +45.5% | -26.6% | +7.8% |
| 3Y | +70.3% | +16.4% | +53.9% | +59.2% |
| All | +90.2% | -15.3% | +105.5% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling