+88.7%
JEPQ vs RVTY
-17.6%
+106.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | -0.7% | -7.4% | +6.8% | +0.9% |
| 30D | +0.6% | +4.5% | -3.9% | -0.5% |
| 3M | +5.8% | +19.5% | -13.7% | +1.5% |
| 6M | +9.7% | +34.1% | -24.5% | +2.1% |
| YTD | +10.5% | +25.3% | -14.7% | +4.1% |
| 1Y | +18.4% | +47.0% | -28.6% | +6.9% |
| 3Y | +70.3% | +14.1% | +56.2% | +59.7% |
| All | +88.7% | -17.6% | +106.2% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling