-66.6%
RBLX vs JEPQ
+21.4%
-88.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.0% |
| 7D | +12.4% | +0.7% | +11.7% | +11.5% |
| 30D | +19.7% | +2.0% | +17.7% | +16.8% |
| 3M | -0.1% | +2.0% | -2.1% | -2.2% |
| 6M | -35.7% | +10.4% | -46.1% | -44.8% |
| YTD | -46.6% | +11.6% | -58.2% | -54.3% |
| 1Y | -66.6% | +20.7% | -87.3% | -77.8% |
| All | -66.6% | +21.4% | -88.0% | -77.8% |
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 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