+1,003.3%
NVDA vs JEPQ
+94.0%
+909.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.6% |
| 7D | -0.3% | +1.1% | -1.4% | -2.7% |
| 30D | +2.8% | +1.3% | +1.5% | +0.1% |
| 3M | +7.4% | +4.7% | +2.8% | -3.4% |
| 6M | +22.6% | +10.6% | +12.0% | -2.8% |
| YTD | +20.1% | +11.4% | +8.6% | -6.3% |
| 1Y | +31.2% | +19.4% | +11.7% | -12.7% |
| 3Y | +391.7% | +71.7% | +320.0% | +51.5% |
| All | +1,003.3% | +94.0% | +909.3% | +198.6% |
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