-67.0%
JBLU vs ODFL
+30,049.6%
-30,116.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -5.0% | -3.3% | -1.7% | -3.4% |
| 30D | -23.9% | -15.3% | -8.6% | -17.6% |
| 3M | -11.6% | -27.3% | +15.7% | +2.6% |
| 6M | -0.2% | -4.5% | +4.3% | +1.4% |
| YTD | -3.3% | +15.1% | -18.4% | -10.4% |
| 1Y | -15.4% | +21.1% | -36.5% | -23.9% |
| 3Y | -14.7% | -14.1% | -0.6% | -11.7% |
| 5Y | -70.0% | +26.6% | -96.6% | -74.9% |
| 10Y | -72.9% | +736.4% | -809.3% | -91.0% |
| All | -67.0% | +30,049.6% | -30,116.6% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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