-44.9%
ORCL vs JEPQ
+8.3%
-53.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +5.2% |
| 7D | +3.8% | -0.3% | +4.1% | +4.4% |
| 30D | -6.6% | -6.6% | 0.0% | +7.1% |
| 3M | -11.4% | -2.6% | -8.9% | -5.5% |
| 6M | -33.3% | +0.5% | -33.8% | -31.6% |
| YTD | -33.3% | +7.1% | -40.4% | -38.4% |
| 1Y | -44.9% | +8.1% | -53.0% | -49.8% |
| All | -44.9% | +8.3% | -53.2% | -49.8% |
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