+71.9%
JEPQ vs URI
+126.5%
-54.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +1.4% | +2.5% | -1.1% | +1.0% |
| 30D | +1.3% | -12.5% | +13.9% | +3.8% |
| 3M | +3.8% | -6.2% | +10.0% | +4.8% |
| 6M | +12.2% | +25.9% | -13.7% | +6.4% |
| YTD | +11.6% | +26.2% | -14.6% | +5.0% |
| 1Y | +19.9% | +5.5% | +14.4% | +17.3% |
| 3Y | +71.9% | +125.0% | -53.1% | +41.8% |
| All | +71.9% | +126.5% | -54.6% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling