+33.1%
UNP vs JEPQ
+94.0%
-60.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -1.7% | +1.1% | -2.8% | -2.3% |
| 30D | -2.1% | +1.3% | -3.4% | -2.8% |
| 3M | +5.4% | +4.7% | +0.8% | +2.6% |
| 6M | +13.4% | +10.6% | +2.8% | +6.7% |
| YTD | +25.0% | +11.4% | +13.5% | +17.0% |
| 1Y | +34.6% | +19.4% | +15.1% | +20.7% |
| 3Y | +43.6% | +71.7% | -28.1% | +0.7% |
| All | +33.1% | +94.0% | -60.9% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling