+88.7%
JEPQ vs UDR
-19.0%
+107.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.7% | -3.4% | +2.7% | +0.3% |
| 30D | +0.6% | -5.4% | +6.0% | +2.0% |
| 3M | +5.8% | -10.0% | +15.8% | +8.5% |
| 6M | +9.7% | -2.5% | +12.2% | +9.6% |
| YTD | +10.5% | -1.1% | +11.7% | +9.8% |
| 1Y | +18.4% | -3.9% | +22.3% | +18.6% |
| 3Y | +70.3% | +3.4% | +66.9% | +65.4% |
| All | +88.7% | -19.0% | +107.7% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling