+79.3%
JEPQ vs UAL
+136.3%
-57.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.4% | +12.5% | -13.8% | -3.5% |
| 30D | -8.6% | +12.2% | -20.8% | -10.7% |
| 3M | -4.5% | -2.6% | -1.9% | -4.4% |
| 6M | -1.3% | +21.1% | -22.4% | -5.5% |
| YTD | +5.0% | +7.8% | -2.8% | +1.8% |
| 1Y | +5.9% | +25.4% | -19.5% | -0.4% |
| 3Y | +58.0% | +217.3% | -159.3% | +18.2% |
| All | +79.3% | +136.3% | -57.1% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 5y: compounded portfolio wealth divided by compounded UAL 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…
5y analysis · Full analysis span regression · 6 months rolling