+123.3%
ORCL vs JEPQ
+94.3%
+29.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.7% |
| 7D | +5.3% | +0.7% | +4.6% | +4.5% |
| 30D | +10.0% | +2.0% | +8.0% | +7.5% |
| 3M | -32.6% | +2.0% | -34.6% | -33.8% |
| 6M | +4.9% | +10.4% | -5.5% | -6.1% |
| YTD | -17.8% | +11.6% | -29.4% | -27.1% |
| 1Y | -28.0% | +20.7% | -48.7% | -41.6% |
| 3Y | +36.0% | +70.8% | -34.8% | -20.2% |
| All | +123.3% | +94.3% | +29.1% | +20.9% |
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