+90.2%
JEPQ vs UDR
-18.4%
+108.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.4% |
| 7D | +1.1% | -3.3% | +4.3% | +1.9% |
| 30D | +1.3% | -5.6% | +7.0% | +2.8% |
| 3M | +4.7% | -9.4% | +14.1% | +7.2% |
| 6M | +10.6% | -3.0% | +13.6% | +10.8% |
| YTD | +11.4% | -0.4% | +11.8% | +10.5% |
| 1Y | +19.4% | -5.1% | +24.6% | +20.2% |
| 3Y | +71.7% | +4.2% | +67.5% | +66.4% |
| All | +90.2% | -18.4% | +108.6% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling