-33.5%
RDDT vs JEPQ
+21.4%
-54.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.5% |
| 7D | +1.0% | +0.7% | +0.3% | -0.2% |
| 30D | -0.5% | +2.0% | -2.5% | -3.5% |
| 3M | -16.0% | +2.0% | -18.0% | -18.1% |
| 6M | +4.9% | +10.4% | -5.5% | -12.8% |
| YTD | -32.8% | +11.6% | -44.4% | -45.1% |
| 1Y | -33.5% | +20.7% | -54.2% | -57.6% |
| All | -33.5% | +21.4% | -54.8% | -57.6% |
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