+90.5%
JEPQ vs ARWR
+100.8%
-10.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.7% | +1.7% | -1.0% | +0.5% |
| 30D | +2.0% | -0.7% | +2.6% | +2.0% |
| 3M | +2.0% | +14.9% | -12.9% | +0.3% |
| 6M | +10.4% | +32.6% | -22.2% | +6.6% |
| YTD | +11.6% | +30.0% | -18.4% | +7.8% |
| 1Y | +20.7% | +208.4% | -187.7% | +5.8% |
| 3Y | +70.8% | +208.8% | -138.0% | +40.7% |
| All | +90.5% | +100.8% | -10.3% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling