-65.3%
JBLU vs OVV
+175.4%
-240.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.8% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | -27.2% | +11.7% | -38.9% | -29.1% |
| 3M | -4.3% | +9.8% | -14.1% | -7.2% |
| 6M | -8.3% | +26.6% | -34.9% | -14.8% |
| YTD | +1.8% | +67.0% | -65.3% | -11.4% |
| 1Y | -9.0% | +55.9% | -65.0% | -19.9% |
| 3Y | -21.9% | +45.5% | -67.4% | -31.4% |
| 5Y | -69.0% | +157.3% | -226.4% | -77.1% |
| 10Y | -70.8% | +65.0% | -135.8% | -82.3% |
| All | -65.3% | +175.4% | -240.7% | -81.3% |
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