-13.4%
JBLU vs OUST
+46.4%
-59.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.0% | -4.4% |
| 7D | +9.2% | +19.9% | -10.8% | +5.5% |
| 30D | +13.7% | +3.6% | +10.1% | +12.3% |
| 3M | -34.1% | -20.6% | -13.4% | -32.9% |
| 6M | -19.5% | +35.1% | -54.5% | -26.8% |
| YTD | -16.3% | +69.1% | -85.4% | -29.3% |
| 1Y | -13.4% | +49.9% | -63.3% | -25.8% |
| All | -13.4% | +46.4% | -59.8% | -25.8% |
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