+77.0%
ORCL vs JEPQ
+85.8%
-8.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | 0.0% |
| 7D | +8.0% | +3.4% | +4.6% | +3.5% |
| 30D | -4.0% | -5.6% | +1.6% | +4.1% |
| 3M | -19.5% | -4.2% | -15.3% | -14.0% |
| 6M | -33.5% | -0.2% | -33.3% | -32.0% |
| YTD | -34.8% | +6.7% | -41.5% | -38.2% |
| 1Y | -41.6% | +9.5% | -51.1% | -46.2% |
| 3Y | +13.8% | +60.5% | -46.8% | -27.6% |
| All | +77.0% | +85.8% | -8.8% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling