+90.4%
JEPQ vs RY
+134.8%
-44.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.3% |
| 7D | +1.4% | +2.7% | -1.3% | +0.1% |
| 30D | +1.3% | -1.0% | +2.3% | +1.8% |
| 3M | +3.8% | +7.6% | -3.8% | +0.1% |
| 6M | +12.2% | +29.5% | -17.3% | -1.3% |
| YTD | +11.6% | +24.2% | -12.6% | +0.1% |
| 1Y | +19.9% | +46.4% | -26.5% | -0.8% |
| 3Y | +71.9% | +159.4% | -87.5% | +6.3% |
| All | +90.4% | +134.8% | -44.3% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling