+90.2%
JEPQ vs RVTY
-15.6%
+105.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | +1.1% | -5.4% | +6.5% | +2.2% |
| 30D | +1.3% | +6.7% | -5.4% | -0.1% |
| 3M | +4.7% | +19.0% | -14.3% | +0.5% |
| 6M | +10.6% | +34.6% | -24.0% | +2.9% |
| YTD | +11.4% | +28.3% | -16.8% | +4.4% |
| 1Y | +19.4% | +46.0% | -26.6% | +8.1% |
| 3Y | +71.7% | +16.9% | +54.8% | +60.2% |
| All | +90.2% | -15.6% | +105.8% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling