-77.1%
JBLU vs ONTO
+696.1%
-773.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -1.4% |
| 7D | -5.0% | +4.9% | -9.9% | -6.7% |
| 30D | -23.9% | -16.6% | -7.2% | -19.4% |
| 3M | -11.6% | -7.3% | -4.3% | -13.7% |
| 6M | -0.2% | +45.9% | -46.2% | -19.2% |
| YTD | -3.3% | +78.2% | -81.5% | -28.2% |
| 1Y | -15.4% | +159.8% | -175.2% | -46.4% |
| 3Y | -14.7% | +123.4% | -138.1% | -52.8% |
| 5Y | -70.0% | +265.8% | -335.8% | -88.2% |
| All | -77.1% | +696.1% | -773.2% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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