+81.6%
XLE vs JEPQ
+94.3%
-12.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | +11.8% | +2.0% | +9.8% | +10.7% |
| 3M | +9.8% | +2.0% | +7.8% | +8.4% |
| 6M | +15.6% | +10.4% | +5.2% | +9.1% |
| YTD | +45.3% | +11.6% | +33.7% | +36.0% |
| 1Y | +48.3% | +20.7% | +27.6% | +32.1% |
| 3Y | +55.4% | +70.8% | -15.4% | +10.9% |
| All | +81.6% | +94.3% | -12.7% | +19.1% |
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