+20.6%
ON vs JEPQ
+94.2%
-73.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -2.2% | +1.4% | -3.6% | -5.0% |
| 30D | -12.4% | +1.3% | -13.8% | -14.6% |
| 3M | -41.2% | +3.8% | -45.0% | -44.2% |
| 6M | +25.0% | +12.2% | +12.8% | +3.5% |
| YTD | +31.3% | +11.6% | +19.7% | +9.7% |
| 1Y | +45.4% | +19.9% | +25.5% | +6.1% |
| 3Y | -27.4% | +71.9% | -99.3% | -72.7% |
| All | +20.6% | +94.2% | -73.6% | -60.7% |
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 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