-52.6%
RBLX vs JEPQ
+8.1%
-60.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +7.3% |
| 7D | -7.5% | -4.9% | -2.5% | -0.5% |
| 30D | +10.6% | -6.7% | +17.3% | +21.5% |
| 3M | +33.3% | -3.0% | +36.3% | +39.8% |
| 6M | +3.7% | +1.4% | +2.3% | +2.0% |
| YTD | -39.1% | +6.5% | -45.6% | -44.0% |
| 1Y | -52.6% | +8.4% | -61.0% | -56.8% |
| All | -52.6% | +8.1% | -60.8% | -56.8% |
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