+125.2%
RGTI vs JEPQ
+94.0%
+31.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -1.4% |
| 7D | +0.5% | -0.2% | +0.6% | +0.8% |
| 30D | -17.1% | +0.8% | -17.9% | -18.4% |
| 3M | -26.0% | +4.0% | -29.9% | -31.3% |
| 6M | -9.9% | +10.4% | -20.2% | -26.2% |
| YTD | -31.1% | +11.4% | -42.5% | -44.4% |
| 1Y | -8.5% | +18.9% | -27.4% | -35.8% |
| 3Y | +652.2% | +70.3% | +581.9% | +171.9% |
| All | +125.2% | +94.0% | +31.2% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling