+60.5%
JEPQ vs ARWR
+79.8%
-19.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.1% |
| 7D | +3.4% | -17.8% | +21.3% | +4.8% |
| 30D | -5.6% | -18.1% | +12.5% | -4.2% |
| 3M | -4.2% | -44.2% | +40.0% | 0.0% |
| 6M | -0.2% | -38.6% | +38.5% | +3.1% |
| YTD | +6.7% | -28.0% | +34.8% | +8.4% |
| 1Y | +9.5% | +16.1% | -6.7% | +6.4% |
| 3Y | +60.5% | +84.0% | -23.4% | +42.1% |
| All | +60.5% | +79.8% | -19.3% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling