+128.6%
ORCL vs JEPQ
+94.2%
+34.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +15.0% | +1.4% | +13.6% | +13.0% |
| 30D | +10.5% | +1.3% | +9.2% | +8.9% |
| 3M | -23.0% | +3.8% | -26.8% | -26.2% |
| 6M | +7.0% | +12.2% | -5.2% | -6.1% |
| YTD | -15.8% | +11.6% | -27.4% | -25.4% |
| 1Y | -31.1% | +19.9% | -51.0% | -43.6% |
| 3Y | +33.3% | +71.9% | -38.6% | -22.2% |
| All | +128.6% | +94.2% | +34.4% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling