+131.5%
NOK vs JEPQ
+94.0%
+37.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| 3M | -21.0% | +4.0% | -25.0% | -23.1% |
| 6M | +40.9% | +10.4% | +30.5% | +31.3% |
| YTD | +72.0% | +11.4% | +60.6% | +59.2% |
| 1Y | +140.9% | +18.9% | +122.0% | +111.5% |
| 3Y | +194.3% | +70.3% | +124.0% | +82.2% |
| All | +131.5% | +94.0% | +37.5% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling