+88.7%
JEPQ vs XOP
+53.7%
+35.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.7% | +1.6% | -2.3% | -1.0% |
| 30D | +0.6% | +9.6% | -9.0% | -1.2% |
| 3M | +5.8% | +16.9% | -11.1% | +2.5% |
| 6M | +9.7% | +24.0% | -14.4% | +4.2% |
| YTD | +10.5% | +56.2% | -45.7% | -0.6% |
| 1Y | +18.4% | +51.8% | -33.4% | +7.0% |
| 3Y | +70.3% | +37.0% | +33.4% | +54.0% |
| All | +88.7% | +53.7% | +35.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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