-65.6%
JBLU vs OUST
-62.6%
-3.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.7% |
| 7D | -5.6% | +4.0% | -9.7% | -6.1% |
| 30D | -22.3% | -14.0% | -8.4% | -21.0% |
| 3M | -11.0% | -5.9% | -5.1% | -12.5% |
| 6M | -3.1% | +76.4% | -79.4% | -13.7% |
| YTD | -3.7% | +67.5% | -71.2% | -14.3% |
| 1Y | -14.8% | +27.1% | -41.9% | -22.3% |
| 3Y | -15.4% | +619.0% | -634.5% | -44.6% |
| 5Y | -71.4% | -54.9% | -16.4% | -76.8% |
| All | -65.6% | -62.6% | -3.0% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling