+210.2%
JPM vs JEPQ
+94.0%
+116.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -0.4% | +1.1% | -1.5% | -1.2% |
| 30D | -1.4% | +1.3% | -2.7% | -2.4% |
| 3M | +13.9% | +4.7% | +9.3% | +9.7% |
| 6M | +23.5% | +10.6% | +12.9% | +13.8% |
| YTD | +11.6% | +11.4% | +0.2% | +2.3% |
| 1Y | +21.4% | +19.4% | +1.9% | +5.4% |
| 3Y | +163.4% | +71.7% | +91.7% | +74.1% |
| All | +210.2% | +94.0% | +116.2% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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