+90.2%
JEPQ vs URA
+131.2%
-41.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +1.1% | +5.7% | -4.7% | -0.2% |
| 30D | +1.3% | +5.6% | -4.3% | -0.1% |
| 3M | +4.7% | +6.2% | -1.5% | +2.9% |
| 6M | +10.6% | -8.2% | +18.9% | +11.3% |
| YTD | +11.4% | +9.7% | +1.8% | +6.8% |
| 1Y | +19.4% | +17.0% | +2.4% | +11.3% |
| 3Y | +71.7% | +118.5% | -46.8% | +30.1% |
| All | +90.2% | +131.2% | -41.0% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling