+122.6%
RTX vs JEPQ
+94.0%
+28.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -11.0% | +0.8% | -11.7% | -11.3% |
| 3M | +7.7% | +4.0% | +3.7% | +5.5% |
| 6M | -3.9% | +10.4% | -14.3% | -8.5% |
| YTD | +9.0% | +11.4% | -2.5% | +3.2% |
| 1Y | +27.3% | +18.9% | +8.3% | +16.8% |
| 3Y | +172.9% | +70.3% | +102.6% | +105.4% |
| All | +122.6% | +94.0% | +28.6% | +56.1% |
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 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