+194.3%
NOK vs JEPQ
+70.7%
+123.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.0% |
| 7D | +11.0% | -0.2% | +11.1% | +11.2% |
| 30D | +7.8% | +0.8% | +7.1% | +7.2% |
| 3M | -21.0% | +4.0% | -25.0% | -23.0% |
| 6M | +40.9% | +10.4% | +30.5% | +32.6% |
| YTD | +72.0% | +11.4% | +60.6% | +61.0% |
| 1Y | +140.9% | +18.9% | +122.0% | +116.9% |
| 3Y | +194.3% | +70.3% | +124.0% | +99.5% |
| All | +194.3% | +70.7% | +123.6% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling