+71.8%
JEPQ vs USAR
+68.6%
+3.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | 0.0% |
| 7D | +1.1% | -4.4% | +5.5% | +1.2% |
| 30D | +1.3% | -10.4% | +11.7% | +1.5% |
| 3M | +4.7% | -18.4% | +23.1% | +4.9% |
| 6M | +10.6% | -8.8% | +19.4% | +10.5% |
| YTD | +11.4% | +43.4% | -31.9% | +11.1% |
| 1Y | +19.4% | +21.0% | -1.6% | +19.2% |
| 3Y | +71.7% | +67.7% | +3.9% | +71.1% |
| All | +71.8% | +68.6% | +3.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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