-28.0%
ORCL vs JEPQ
+21.4%
-49.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.5% |
| 7D | +5.3% | +0.7% | +4.6% | +4.2% |
| 30D | +10.0% | +2.0% | +8.0% | +6.6% |
| 3M | -32.6% | +2.0% | -34.6% | -33.8% |
| 6M | +4.9% | +10.4% | -5.5% | -9.5% |
| YTD | -17.8% | +11.6% | -29.4% | -30.1% |
| 1Y | -28.0% | +20.7% | -48.7% | -42.9% |
| All | -28.0% | +21.4% | -49.4% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling