-71.4%
JBLU vs OVV
+162.0%
-233.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | -5.6% | -3.8% | -1.8% | -5.0% |
| 30D | -22.3% | +1.3% | -23.6% | -22.6% |
| 3M | -11.0% | +14.3% | -25.3% | -13.9% |
| 6M | -3.1% | +21.1% | -24.2% | -9.0% |
| YTD | -3.7% | +66.0% | -69.8% | -17.2% |
| 1Y | -14.8% | +59.3% | -74.1% | -26.2% |
| 3Y | -15.4% | +47.6% | -63.0% | -27.6% |
| 5Y | -71.4% | +162.0% | -233.3% | -79.0% |
| All | -71.4% | +162.0% | -233.3% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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