+79.3%
JEPQ vs URI
+265.1%
-185.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -1.4% | -6.0% | +4.6% | -0.1% |
| 30D | -8.6% | +4.6% | -13.2% | -9.6% |
| 3M | -4.5% | -2.7% | -1.8% | -4.2% |
| 6M | -1.3% | +18.4% | -19.7% | -5.5% |
| YTD | +5.0% | +37.4% | -32.3% | -4.3% |
| 1Y | +5.9% | +30.4% | -24.5% | -2.2% |
| 3Y | +58.0% | +147.9% | -89.9% | +18.5% |
| All | +79.3% | +265.1% | -185.8% | +14.2% |
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