+55.8%
RSP vs JEPQ
+85.8%
-30.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.9% |
| 7D | +2.4% | +3.4% | -1.0% | -0.1% |
| 30D | +4.3% | -5.6% | +9.9% | +8.4% |
| 3M | -0.3% | -4.2% | +3.8% | +2.4% |
| 6M | +9.8% | -0.2% | +10.0% | +9.0% |
| YTD | +16.8% | +6.7% | +10.1% | +9.9% |
| 1Y | +19.5% | +9.5% | +10.0% | +10.1% |
| 3Y | +65.1% | +60.5% | +4.6% | +9.2% |
| All | +55.8% | +85.8% | -30.0% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling