+84.1%
JEPQ vs UPST
-77.1%
+161.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +0.2% |
| 7D | +5.7% | -13.5% | +19.2% | +6.8% |
| 30D | -5.9% | -19.6% | +13.7% | -4.5% |
| 3M | -2.5% | -34.2% | +31.7% | +0.2% |
| 6M | +1.3% | -31.2% | +32.5% | +3.5% |
| YTD | +7.8% | -56.2% | +64.0% | +13.0% |
| 1Y | +8.8% | -51.7% | +60.4% | +13.1% |
| 3Y | +62.3% | -8.2% | +70.5% | +54.8% |
| All | +84.1% | -77.1% | +161.2% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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