+90.4%
JEPQ vs UAL
+112.2%
-21.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | +1.4% | +3.5% | -2.0% | +0.8% |
| 30D | +1.3% | -16.5% | +17.8% | +4.6% |
| 3M | +3.8% | +2.8% | +1.1% | +2.9% |
| 6M | +12.2% | +17.6% | -5.4% | +7.7% |
| YTD | +11.6% | -3.2% | +14.8% | +10.6% |
| 1Y | +19.9% | +0.4% | +19.4% | +17.5% |
| 3Y | +71.9% | +128.2% | -56.3% | +38.2% |
| All | +90.4% | +112.2% | -21.8% | +54.5% |
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