-70.7%
JBLU vs OTIS
-17.8%
-53.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -1.2% |
| 7D | -5.0% | -3.0% | -2.0% | -2.6% |
| 30D | -23.9% | -6.0% | -17.9% | -19.9% |
| 3M | -11.6% | -0.9% | -10.8% | -11.1% |
| 6M | -0.2% | -17.3% | +17.1% | +16.6% |
| YTD | -3.3% | -19.6% | +16.3% | +15.2% |
| 1Y | -15.4% | -21.0% | +5.6% | +2.0% |
| 3Y | -14.7% | -12.1% | -2.6% | -9.5% |
| All | -70.7% | -17.8% | -53.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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