-69.3%
JBLU vs OUST
-52.5%
-16.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.8% |
| 7D | +1.1% | +12.7% | -11.6% | -0.6% |
| 30D | -25.5% | -13.6% | -11.9% | -24.2% |
| 3M | -5.0% | -8.3% | +3.3% | -6.5% |
| 6M | +0.7% | +85.0% | -84.3% | -12.1% |
| YTD | -0.7% | +73.2% | -73.9% | -13.1% |
| 1Y | -12.7% | +32.5% | -45.2% | -21.8% |
| 3Y | -12.7% | +643.8% | -656.6% | -46.7% |
| 5Y | -69.3% | -52.1% | -17.2% | -72.0% |
| All | -69.3% | -52.5% | -16.7% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling