+19.1%
ON vs JEPQ
+92.4%
-73.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | +0.5% |
| 7D | -4.7% | -0.7% | -4.1% | -3.4% |
| 30D | -13.5% | +0.6% | -14.0% | -14.3% |
| 3M | -36.3% | +5.8% | -42.1% | -41.8% |
| 6M | +17.8% | +9.7% | +8.1% | +1.9% |
| YTD | +29.6% | +10.5% | +19.0% | +10.3% |
| 1Y | +45.8% | +18.4% | +27.4% | +9.1% |
| 3Y | -28.3% | +70.3% | -98.7% | -72.5% |
| All | +19.1% | +92.4% | -73.3% | -60.4% |
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