-45.7%
RDDT vs JEPQ
+8.1%
-53.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.1% | +4.4% |
| 7D | -24.4% | -4.9% | -19.4% | -16.5% |
| 30D | -32.3% | -6.7% | -25.6% | -23.3% |
| 3M | -36.3% | -3.0% | -33.3% | -31.8% |
| 6M | -39.7% | +1.4% | -41.1% | -40.2% |
| YTD | -55.7% | +6.5% | -62.1% | -59.4% |
| 1Y | -45.7% | +8.4% | -54.1% | -52.2% |
| All | -45.7% | +8.1% | -53.9% | -52.2% |
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