+39.4%
SHEL vs JEPQ
+19.0%
+20.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +8.4% | +0.8% | +7.6% | +8.4% |
| 3M | +13.7% | +4.0% | +9.7% | +13.2% |
| 6M | +12.7% | +10.4% | +2.3% | +11.3% |
| YTD | +35.3% | +11.4% | +23.9% | +32.9% |
| 1Y | +39.4% | +18.9% | +20.5% | +40.4% |
| All | +39.4% | +19.0% | +20.4% | +40.4% |
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