+80.2%
JEPQ vs URI
+272.8%
-192.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.9% | -3.6% | +1.7% |
| 7D | -0.2% | -4.0% | +3.8% | +0.6% |
| 30D | -8.2% | +6.8% | -15.0% | -9.6% |
| 3M | -4.1% | -2.8% | -1.3% | -3.8% |
| 6M | -0.8% | +20.9% | -21.7% | -5.5% |
| YTD | +5.5% | +40.2% | -34.7% | -4.2% |
| 1Y | +8.4% | +34.1% | -25.7% | -0.6% |
| 3Y | +60.9% | +164.1% | -103.3% | +18.6% |
| All | +80.2% | +272.8% | -192.6% | +14.3% |
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