-28.3%
ON vs JBLU
-15.9%
-12.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -4.7% | -4.8% | 0.0% | -3.6% |
| 30D | -13.5% | -24.4% | +11.0% | -7.9% |
| 3M | -36.3% | -4.8% | -31.5% | -36.2% |
| 6M | +17.8% | -0.5% | +18.2% | +15.1% |
| YTD | +29.6% | -3.5% | +33.1% | +26.6% |
| 1Y | +45.8% | -13.6% | +59.4% | +45.5% |
| All | -28.3% | -15.9% | -12.4% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling