+127.4%
ORCL vs JEPQ
+94.0%
+33.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +10.9% | +1.1% | +9.8% | +9.5% |
| 30D | +7.0% | +1.3% | +5.7% | +5.5% |
| 3M | -21.2% | +4.7% | -25.9% | -25.2% |
| 6M | +7.4% | +10.6% | -3.2% | -4.1% |
| YTD | -16.3% | +11.4% | -27.7% | -25.7% |
| 1Y | -32.3% | +19.4% | -51.7% | -44.4% |
| 3Y | +32.6% | +71.7% | -39.1% | -22.5% |
| All | +127.4% | +94.0% | +33.4% | +23.3% |
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