+88.7%
JEPQ vs URA
+122.0%
-33.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.1% |
| 7D | -0.7% | -1.5% | +0.9% | -0.3% |
| 30D | +0.6% | -0.4% | +0.9% | +0.5% |
| 3M | +5.8% | +6.3% | -0.5% | +4.0% |
| 6M | +9.7% | -14.0% | +23.6% | +11.9% |
| YTD | +10.5% | +5.3% | +5.2% | +6.8% |
| 1Y | +18.4% | +11.7% | +6.7% | +11.5% |
| 3Y | +70.3% | +109.8% | -39.5% | +30.2% |
| All | +88.7% | +122.0% | -33.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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