-16.9%
OWL vs JEPI
+41.5%
-58.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | -0.2% |
| 7D | -10.1% | -1.0% | -9.1% | -8.2% |
| 30D | -11.9% | -1.4% | -10.5% | -9.2% |
| 3M | +10.7% | +3.5% | +7.2% | +3.6% |
| 6M | +22.1% | +1.9% | +20.2% | +17.6% |
| YTD | -24.8% | +4.4% | -29.2% | -30.9% |
| 1Y | -39.2% | +7.2% | -46.4% | -46.9% |
| 3Y | +1.7% | +29.8% | -28.0% | -36.9% |
| All | -16.9% | +41.5% | -58.4% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling