+82.2%
JEPQ vs RY
+128.7%
-46.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | +3.4% | +0.6% | +2.8% | +3.1% |
| 30D | -5.6% | +5.0% | -10.6% | -7.7% |
| 3M | -4.2% | -5.3% | +1.2% | -1.7% |
| 6M | -0.2% | +13.8% | -14.0% | -6.4% |
| YTD | +6.7% | +21.0% | -14.2% | -3.1% |
| 1Y | +9.5% | +40.5% | -31.0% | -7.6% |
| 3Y | +60.5% | +159.7% | -99.1% | -0.9% |
| All | +82.2% | +128.7% | -46.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling