+80.7%
XLE vs JEPQ
+86.5%
-5.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.0% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -4.0% | -6.6% | +2.6% | -1.3% |
| 3M | +4.6% | -2.6% | +7.2% | +5.5% |
| 6M | +12.3% | +0.5% | +11.8% | +11.0% |
| YTD | +44.5% | +7.1% | +37.4% | +37.4% |
| 1Y | +42.4% | +8.1% | +34.3% | +34.5% |
| 3Y | +67.0% | +61.2% | +5.9% | +22.4% |
| All | +80.7% | +86.5% | -5.7% | +20.4% |
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