-10.4%
RKT vs JEPQ
+8.1%
-18.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +7.7% |
| 7D | +29.7% | -4.9% | +34.6% | +36.7% |
| 30D | +28.5% | -6.7% | +35.2% | +38.8% |
| 3M | +6.4% | -3.0% | +9.4% | +8.5% |
| 6M | +7.1% | +1.4% | +5.8% | +1.4% |
| YTD | -22.5% | +6.5% | -28.9% | -32.3% |
| 1Y | -10.4% | +8.4% | -18.8% | -24.1% |
| All | -10.4% | +8.1% | -18.6% | -24.1% |
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