+629.3%
ON vs JBLU
-72.4%
+701.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.4% |
| 7D | +2.4% | -5.0% | +7.3% | +4.3% |
| 30D | -8.6% | -23.9% | +15.3% | +0.5% |
| 3M | -34.3% | -11.6% | -22.7% | -32.5% |
| 6M | +28.5% | -0.2% | +28.8% | +23.4% |
| YTD | +40.6% | -3.3% | +43.9% | +34.6% |
| 1Y | +55.3% | -15.4% | +70.7% | +55.5% |
| 3Y | -22.2% | -14.7% | -7.5% | -38.1% |
| 5Y | +62.4% | -70.0% | +132.4% | +100.9% |
| All | +629.3% | -72.4% | +701.7% | +810.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling