+29.2%
ON vs JEPQ
+94.0%
-64.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +6.9% |
| 7D | +2.4% | -0.2% | +2.5% | +2.8% |
| 30D | -8.6% | +0.8% | -9.4% | -9.8% |
| 3M | -34.3% | +4.0% | -38.3% | -37.9% |
| 6M | +28.5% | +10.4% | +18.1% | +9.9% |
| YTD | +40.6% | +11.4% | +29.2% | +17.9% |
| 1Y | +55.3% | +18.9% | +36.4% | +15.3% |
| 3Y | -22.2% | +70.3% | -92.5% | -70.2% |
| All | +29.2% | +94.0% | -64.8% | -57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling