-70.7%
JBLU vs ONTO
+261.1%
-331.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -1.1% |
| 7D | -5.0% | +4.9% | -9.9% | -6.4% |
| 30D | -23.9% | -16.6% | -7.2% | -20.2% |
| 3M | -11.6% | -7.3% | -4.3% | -13.2% |
| 6M | -0.2% | +45.9% | -46.2% | -16.3% |
| YTD | -3.3% | +78.2% | -81.5% | -24.4% |
| 1Y | -15.4% | +159.8% | -175.2% | -41.9% |
| 3Y | -14.7% | +123.4% | -138.1% | -48.5% |
| All | -70.7% | +261.1% | -331.8% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling