-70.7%
JBLU vs OSCR
+96.8%
-167.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -5.0% | +1.6% | -6.6% | -5.2% |
| 30D | -23.9% | +10.7% | -34.5% | -25.0% |
| 3M | -11.6% | +13.4% | -25.0% | -13.5% |
| 6M | -0.2% | +144.6% | -144.8% | -13.2% |
| YTD | -3.3% | +128.0% | -131.3% | -15.4% |
| 1Y | -15.4% | +68.7% | -84.0% | -23.6% |
| 3Y | -14.7% | +398.8% | -413.5% | -42.2% |
| All | -70.7% | +96.8% | -167.6% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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