-73.8%
JBLU vs OMC
+34.2%
-108.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -5.0% | -4.4% | -0.6% | -1.9% |
| 30D | -23.9% | -7.6% | -16.3% | -19.8% |
| 3M | -11.6% | +4.5% | -16.2% | -15.6% |
| 6M | -0.2% | -0.3% | 0.0% | -1.5% |
| YTD | -3.3% | -0.1% | -3.2% | -8.2% |
| 1Y | -15.4% | +4.6% | -20.0% | -23.2% |
| 3Y | -14.7% | +10.5% | -25.2% | -27.1% |
| 5Y | -70.0% | +31.7% | -101.7% | -78.5% |
| All | -73.8% | +34.2% | -108.0% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling