+0.5%
OWL vs JEPI
+29.2%
-28.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -2.9% |
| 7D | -11.9% | -2.0% | -9.9% | -8.0% |
| 30D | -13.7% | -2.0% | -11.7% | -9.9% |
| 3M | +12.3% | +3.8% | +8.5% | +4.6% |
| 6M | +15.0% | +0.8% | +14.2% | +13.5% |
| YTD | -25.7% | +3.7% | -29.4% | -30.8% |
| 1Y | -39.5% | +7.1% | -46.6% | -47.2% |
| All | +0.5% | +29.2% | -28.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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