-36.7%
U vs JEPQ
+94.0%
-130.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +2.5% |
| 7D | +5.5% | -0.2% | +5.7% | +6.0% |
| 30D | -1.3% | +0.8% | -2.1% | -3.2% |
| 3M | +64.6% | +4.0% | +60.6% | +47.5% |
| 6M | +119.4% | +10.4% | +109.0% | +67.2% |
| YTD | -0.5% | +11.4% | -11.9% | -25.1% |
| 1Y | +1.3% | +18.9% | -17.6% | -34.5% |
| 3Y | +15.6% | +70.3% | -54.7% | -73.1% |
| All | -36.7% | +94.0% | -130.7% | -86.9% |
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 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