-39.4%
RDDT vs JEPQ
+19.0%
-58.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.3% |
| 7D | +2.1% | -0.2% | +2.3% | +2.3% |
| 30D | +2.8% | +0.8% | +2.0% | +1.6% |
| 3M | -8.9% | +4.0% | -12.9% | -14.7% |
| 6M | +15.1% | +10.4% | +4.7% | -4.5% |
| YTD | -31.4% | +11.4% | -42.8% | -43.9% |
| 1Y | -39.4% | +18.9% | -58.4% | -55.1% |
| All | -39.4% | +19.0% | -58.4% | -55.1% |
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