-1.0%
JBLU vs OUST
+794.9%
-795.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +10.8% | -3.5% | +5.9% |
| 7D | +24.3% | +36.7% | -12.4% | +19.1% |
| 30D | +2.6% | -3.3% | +5.9% | +2.7% |
| 3M | -35.1% | -11.1% | -24.0% | -34.6% |
| 6M | -22.9% | +53.1% | -76.0% | -29.2% |
| YTD | -13.4% | +78.2% | -91.6% | -22.9% |
| 1Y | -10.9% | +50.0% | -60.9% | -19.4% |
| 3Y | -1.0% | +836.2% | -837.2% | -28.0% |
| All | -1.0% | +794.9% | -795.9% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling