+90.2%
JEPQ vs OWL
+3.8%
+86.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -0.2% | -10.1% | +10.0% | +2.3% |
| 30D | +0.8% | -11.9% | +12.7% | +3.5% |
| 3M | +4.0% | +10.7% | -6.8% | +1.0% |
| 6M | +10.4% | +22.1% | -11.7% | +3.9% |
| YTD | +11.4% | -24.8% | +36.2% | +17.7% |
| 1Y | +18.9% | -39.2% | +58.1% | +32.0% |
| 3Y | +70.3% | +1.7% | +68.5% | +59.3% |
| All | +90.2% | +3.8% | +86.4% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling