+272.7%
NFLX vs JEPQ
+94.0%
+178.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.8% |
| 7D | -8.1% | +1.1% | -9.2% | -9.2% |
| 30D | -0.3% | +1.3% | -1.7% | -1.9% |
| 3M | -6.6% | +4.7% | -11.3% | -12.7% |
| 6M | -22.7% | +10.6% | -33.3% | -33.0% |
| YTD | -18.9% | +11.4% | -30.3% | -30.6% |
| 1Y | -39.8% | +19.4% | -59.2% | -53.3% |
| 3Y | +71.7% | +71.7% | 0.0% | -23.8% |
| All | +272.7% | +94.0% | +178.7% | +48.4% |
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