+19.4%
JEPQ vs URI
+7.5%
+11.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.2% |
| 7D | +1.1% | +5.0% | -3.9% | +0.6% |
| 30D | +1.3% | -9.4% | +10.7% | +2.2% |
| 3M | +4.7% | -5.8% | +10.5% | +5.2% |
| 6M | +10.6% | +25.8% | -15.2% | +8.3% |
| YTD | +11.4% | +27.9% | -16.5% | +8.2% |
| 1Y | +19.4% | +9.7% | +9.7% | +16.9% |
| All | +19.4% | +7.5% | +11.9% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling