-67.1%
JBLU vs OMC
+211.5%
-278.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.7% |
| 7D | -4.8% | -6.2% | +1.5% | -0.7% |
| 30D | -24.4% | -7.6% | -16.9% | -20.7% |
| 3M | -4.8% | +7.4% | -12.2% | -10.2% |
| 6M | -0.5% | +0.1% | -0.6% | -1.8% |
| YTD | -3.5% | +0.4% | -4.0% | -8.4% |
| 1Y | -13.6% | +7.8% | -21.3% | -22.3% |
| 3Y | -15.3% | +11.8% | -27.1% | -26.0% |
| 5Y | -70.1% | +32.5% | -102.5% | -77.0% |
| 10Y | -72.9% | +34.2% | -107.2% | -79.9% |
| All | -67.1% | +211.5% | -278.6% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling