+33.3%
ORCL vs JEPQ
+71.9%
-38.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +15.0% | +1.4% | +13.6% | +12.6% |
| 30D | +10.5% | +1.3% | +9.2% | +8.6% |
| 3M | -23.0% | +3.8% | -26.8% | -26.9% |
| 6M | +7.0% | +12.2% | -5.2% | -8.8% |
| YTD | -15.8% | +11.6% | -27.4% | -27.4% |
| 1Y | -31.1% | +19.9% | -51.0% | -46.2% |
| 3Y | +33.3% | +71.9% | -38.6% | -34.0% |
| All | +33.3% | +71.9% | -38.7% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling