-9.0%
JBLU vs OUST
+33.5%
-42.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.2% |
| 7D | -3.5% | +5.2% | -8.8% | -4.3% |
| 30D | -27.2% | -19.3% | -7.9% | -25.1% |
| 3M | -4.3% | -22.6% | +18.3% | -3.8% |
| 6M | -8.3% | +62.8% | -71.1% | -22.3% |
| YTD | +1.8% | +68.3% | -66.6% | -15.2% |
| 1Y | -9.0% | +28.5% | -37.6% | -20.1% |
| All | -9.0% | +33.5% | -42.5% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling