+68.9%
JEPQ vs OWL
-0.3%
+69.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | 0.0% |
| 7D | -0.7% | -11.9% | +11.3% | +1.8% |
| 30D | +0.6% | -13.7% | +14.3% | +3.4% |
| 3M | +5.8% | +12.3% | -6.5% | +2.9% |
| 6M | +9.7% | +15.0% | -5.4% | +5.3% |
| YTD | +10.5% | -25.7% | +36.3% | +16.8% |
| 1Y | +18.4% | -39.5% | +57.9% | +30.8% |
| All | +68.9% | -0.3% | +69.2% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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