+15.8%
TSLA vs JEPQ
+94.0%
-78.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.2% |
| 7D | +3.0% | +1.1% | +2.0% | +0.7% |
| 30D | +11.2% | +1.3% | +9.8% | +8.3% |
| 3M | -7.3% | +4.7% | -12.0% | -15.0% |
| 6M | -7.7% | +10.6% | -18.4% | -24.6% |
| YTD | -18.2% | +11.4% | -29.6% | -34.2% |
| 1Y | +6.0% | +19.4% | -13.4% | -26.1% |
| 3Y | +48.0% | +71.7% | -23.7% | -46.5% |
| All | +15.8% | +94.0% | -78.2% | -62.1% |
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 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