-32.4%
UPS vs JEPQ
+94.0%
-126.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -3.7% | +1.1% | -4.7% | -4.4% |
| 30D | -3.7% | +1.3% | -5.1% | -4.6% |
| 3M | -6.6% | +4.7% | -11.2% | -9.7% |
| 6M | +2.6% | +10.6% | -8.1% | -4.6% |
| YTD | +4.8% | +11.4% | -6.7% | -3.3% |
| 1Y | +25.3% | +19.4% | +5.9% | +9.8% |
| 3Y | -26.9% | +71.7% | -98.6% | -52.9% |
| All | -32.4% | +94.0% | -126.4% | -60.7% |
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