+3.7%
U vs JEPQ
+21.4%
-17.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.5% |
| 7D | -3.8% | +0.7% | -4.5% | -4.9% |
| 30D | +17.5% | +2.0% | +15.5% | +13.4% |
| 3M | +38.7% | +2.0% | +36.7% | +33.9% |
| 6M | +104.4% | +10.4% | +94.0% | +67.1% |
| YTD | -5.7% | +11.6% | -17.3% | -24.2% |
| 1Y | +3.7% | +20.7% | -17.0% | -50.8% |
| All | +3.7% | +21.4% | -17.7% | -50.8% |
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 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