+63.6%
SLB vs JEPQ
+21.4%
+42.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.8% | +0.7% | +0.2% | +0.6% |
| 30D | +15.8% | +2.0% | +13.8% | +14.9% |
| 3M | -0.3% | +2.0% | -2.3% | -0.9% |
| 6M | +21.3% | +10.4% | +10.9% | +16.3% |
| YTD | +52.3% | +11.6% | +40.7% | +44.5% |
| 1Y | +63.6% | +20.7% | +42.9% | +69.9% |
| All | +63.6% | +21.4% | +42.2% | +69.9% |
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