-48.9%
NKE vs JEPQ
+19.0%
-67.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -4.2% | -0.2% | -4.0% | -4.1% |
| 30D | -8.2% | +0.8% | -9.0% | -8.4% |
| 3M | -19.1% | +4.0% | -23.0% | -20.0% |
| 6M | -32.6% | +10.4% | -43.0% | -35.2% |
| YTD | -40.7% | +11.4% | -52.1% | -43.3% |
| 1Y | -48.9% | +18.9% | -67.8% | -57.5% |
| All | -48.9% | +19.0% | -67.8% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling