-16.3%
ORLY vs JEPQ
+21.4%
-37.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.7% | +0.7% | -1.4% | -0.6% |
| 30D | -5.9% | +2.0% | -7.9% | -5.6% |
| 3M | -0.6% | +2.0% | -2.6% | +0.1% |
| 6M | -6.8% | +10.4% | -17.2% | -7.0% |
| YTD | -3.6% | +11.6% | -15.2% | -3.8% |
| 1Y | -16.3% | +20.7% | -37.0% | -19.2% |
| All | -16.3% | +21.4% | -37.7% | -19.2% |
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