+47.1%
RKT vs JEPQ
+94.0%
-46.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.6% |
| 7D | -1.0% | +1.1% | -2.0% | -2.2% |
| 30D | -2.4% | +1.3% | -3.7% | -3.8% |
| 3M | +1.9% | +4.7% | -2.8% | -3.3% |
| 6M | -13.9% | +10.6% | -24.5% | -23.1% |
| YTD | -30.6% | +11.4% | -42.1% | -38.5% |
| 1Y | -34.4% | +19.4% | -53.8% | -46.1% |
| 3Y | +38.2% | +71.7% | -33.5% | -33.6% |
| All | +47.1% | +94.0% | -46.9% | -41.0% |
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