+33.0%
UNP vs JEPQ
+94.0%
-61.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -1.8% | -0.2% | -1.7% | -1.7% |
| 30D | -2.7% | +0.8% | -3.5% | -3.1% |
| 3M | +6.5% | +4.0% | +2.5% | +4.0% |
| 6M | +14.4% | +10.4% | +4.0% | +7.8% |
| YTD | +24.8% | +11.4% | +13.4% | +16.8% |
| 1Y | +34.4% | +18.9% | +15.5% | +20.8% |
| 3Y | +43.6% | +70.3% | -26.7% | +1.3% |
| All | +33.0% | +94.0% | -61.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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