+123.8%
NOK vs JEPQ
+94.0%
+29.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +9.3% | +1.1% | +8.3% | +8.2% |
| 30D | +17.9% | +1.3% | +16.5% | +16.5% |
| 3M | -22.3% | +4.7% | -27.0% | -24.8% |
| 6M | +36.4% | +10.6% | +25.8% | +26.8% |
| YTD | +66.3% | +11.4% | +54.9% | +53.9% |
| 1Y | +134.4% | +19.4% | +115.0% | +105.0% |
| 3Y | +186.6% | +71.7% | +114.9% | +75.8% |
| All | +123.8% | +94.0% | +29.8% | +23.8% |
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