-38.4%
U vs JEPQ
+94.2%
-132.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.7% |
| 7D | +4.5% | +1.4% | +3.0% | +0.9% |
| 30D | -0.6% | +1.3% | -1.9% | -3.9% |
| 3M | +48.4% | +3.8% | +44.6% | +33.2% |
| 6M | +115.4% | +12.2% | +103.2% | +57.6% |
| YTD | -3.2% | +11.6% | -14.8% | -27.4% |
| 1Y | -6.0% | +19.9% | -25.9% | -40.6% |
| 3Y | +13.5% | +71.9% | -58.4% | -74.4% |
| All | -38.4% | +94.2% | -132.6% | -87.3% |
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