-14.7%
JBLU vs ONTO
+115.7%
-130.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -0.8% |
| 7D | -5.0% | +4.9% | -9.9% | -6.1% |
| 30D | -23.9% | -16.6% | -7.2% | -21.0% |
| 3M | -11.6% | -7.3% | -4.3% | -12.9% |
| 6M | -0.2% | +45.9% | -46.2% | -13.2% |
| YTD | -3.3% | +78.2% | -81.5% | -20.2% |
| 1Y | -15.4% | +159.8% | -175.2% | -36.5% |
| 3Y | -14.7% | +123.4% | -138.1% | -40.5% |
| All | -14.7% | +115.7% | -130.4% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling