+90.4%
JEPQ vs UPST
-67.8%
+158.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.2% |
| 7D | +1.4% | -1.5% | +2.9% | +1.5% |
| 30D | +1.3% | -13.2% | +14.6% | +2.3% |
| 3M | +3.8% | -13.0% | +16.8% | +4.7% |
| 6M | +12.2% | -2.9% | +15.0% | +11.8% |
| YTD | +11.6% | -38.3% | +49.9% | +14.3% |
| 1Y | +19.9% | -60.5% | +80.3% | +26.0% |
| 3Y | +71.9% | -11.7% | +83.6% | +63.5% |
| All | +90.4% | -67.8% | +158.2% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling