-71.8%
JBLU vs OVV
+179.4%
-251.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +2.5% | +8.0% | -5.6% | +0.8% |
| 30D | +24.9% | -2.0% | +27.0% | +24.6% |
| 3M | -35.2% | +5.4% | -40.6% | -36.6% |
| 6M | -20.0% | +14.3% | -34.3% | -24.0% |
| YTD | -17.4% | +69.4% | -86.8% | -29.0% |
| 1Y | -13.0% | +72.4% | -85.3% | -25.6% |
| 3Y | -5.3% | +58.4% | -63.7% | -18.8% |
| 5Y | -75.2% | +106.1% | -181.3% | -80.9% |
| 10Y | -80.5% | +59.6% | -140.1% | -88.2% |
| All | -71.8% | +179.4% | -251.2% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling