+105.0%
ORLY vs JEPQ
+94.0%
+11.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -6.8% | +0.8% | -7.5% | -7.0% |
| 3M | -4.8% | +4.0% | -8.7% | -5.9% |
| 6M | -9.1% | +10.4% | -19.5% | -12.1% |
| YTD | -5.9% | +11.4% | -17.3% | -9.3% |
| 1Y | -20.4% | +18.9% | -39.3% | -25.1% |
| 3Y | +36.6% | +70.3% | -33.7% | +8.3% |
| All | +105.0% | +94.0% | +11.0% | +56.0% |
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 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