+82.8%
JEPQ vs URI
+280.9%
-198.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +1.1% |
| 7D | -0.3% | +2.6% | -2.9% | -0.9% |
| 30D | -6.6% | +9.1% | -15.6% | -8.4% |
| 3M | -2.6% | +1.0% | -3.5% | -3.0% |
| 6M | +0.5% | +23.3% | -22.9% | -4.7% |
| YTD | +7.1% | +43.3% | -36.2% | -3.3% |
| 1Y | +8.1% | +35.9% | -27.9% | -1.1% |
| 3Y | +61.2% | +158.6% | -97.5% | +19.8% |
| All | +82.8% | +280.9% | -198.1% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling