+3,297.1%
OKE vs JBLU
-60.4%
+3,357.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.2% | -5.0% | +6.2% | +2.2% |
| 30D | +4.5% | -23.9% | +28.4% | +9.7% |
| 3M | +9.6% | -11.6% | +21.3% | +10.6% |
| 6M | +15.4% | -0.2% | +15.6% | +11.1% |
| YTD | +36.5% | -3.3% | +39.8% | +30.8% |
| 1Y | +39.0% | -15.4% | +54.4% | +36.1% |
| 3Y | +74.3% | -14.7% | +89.0% | +50.8% |
| 5Y | +141.2% | -70.0% | +211.2% | +154.9% |
| 10Y | +262.1% | -72.9% | +335.0% | +272.5% |
| All | +3,297.1% | -60.4% | +3,357.5% | +2,408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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