+90.4%
JEPQ vs OWL
+10.3%
+80.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.0% |
| 7D | +1.4% | -3.9% | +5.4% | +2.3% |
| 30D | +1.3% | -3.7% | +5.0% | +2.0% |
| 3M | +3.8% | +21.4% | -17.6% | -1.2% |
| 6M | +12.2% | +18.3% | -6.2% | +6.5% |
| YTD | +11.6% | -20.1% | +31.7% | +16.3% |
| 1Y | +19.9% | -32.8% | +52.7% | +29.8% |
| 3Y | +71.9% | +8.6% | +63.3% | +58.4% |
| All | +90.4% | +10.3% | +80.1% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling