+90.2%
JEPQ vs ARWR
+92.2%
-2.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.2% |
| 7D | +1.1% | -3.2% | +4.3% | +1.4% |
| 30D | +1.3% | -6.5% | +7.8% | +1.9% |
| 3M | +4.7% | +12.7% | -8.0% | +3.1% |
| 6M | +10.6% | +36.2% | -25.6% | +6.6% |
| YTD | +11.4% | +24.5% | -13.0% | +8.1% |
| 1Y | +19.4% | +198.0% | -178.6% | +5.1% |
| 3Y | +71.7% | +176.4% | -104.7% | +43.4% |
| All | +90.2% | +92.2% | -2.0% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling