+90.2%
JEPQ vs URI
+239.9%
-149.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.4% |
| 7D | +1.1% | +5.0% | -3.9% | 0.0% |
| 30D | +1.3% | -9.4% | +10.7% | +3.4% |
| 3M | +4.7% | -5.8% | +10.5% | +5.7% |
| 6M | +10.6% | +25.8% | -15.2% | +3.8% |
| YTD | +11.4% | +27.9% | -16.5% | +3.3% |
| 1Y | +19.4% | +9.7% | +9.7% | +14.9% |
| 3Y | +71.7% | +128.0% | -56.3% | +31.2% |
| All | +90.2% | +239.9% | -149.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling