+28.9%
JEPI vs UDR
+3.4%
+25.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -2.0% | -3.4% | +1.3% | -1.2% |
| 30D | -2.0% | -5.4% | +3.4% | -0.6% |
| 3M | +3.8% | -10.0% | +13.8% | +6.4% |
| 6M | +0.8% | -2.5% | +3.4% | +1.1% |
| YTD | +3.7% | -1.1% | +4.8% | +3.4% |
| 1Y | +7.1% | -3.9% | +11.0% | +7.6% |
| All | +28.9% | +3.4% | +25.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 3y: compounded portfolio wealth divided by compounded UDR 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…
3y analysis · Full analysis span regression · 6 months rolling