+88.7%
JEPQ vs URI
+226.8%
-138.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | 0.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +0.6% | -13.4% | +13.9% | +3.7% |
| 3M | +5.8% | -6.2% | +12.0% | +6.9% |
| 6M | +9.7% | +28.0% | -18.3% | +2.4% |
| YTD | +10.5% | +23.0% | -12.4% | +3.4% |
| 1Y | +18.4% | +5.5% | +12.9% | +14.8% |
| 3Y | +70.3% | +119.2% | -48.9% | +31.3% |
| All | +88.7% | +226.8% | -138.1% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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