+1,356.6%
ON vs JBLU
-59.3%
+1,415.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.1% | -3.7% |
| 7D | -2.2% | +1.1% | -3.3% | -2.5% |
| 30D | -12.4% | -25.5% | +13.1% | -4.3% |
| 3M | -41.2% | -5.0% | -36.2% | -41.1% |
| 6M | +25.0% | +0.7% | +24.3% | +20.8% |
| YTD | +31.3% | -0.7% | +31.9% | +26.0% |
| 1Y | +45.4% | -12.7% | +58.2% | +44.8% |
| 3Y | -27.4% | -12.7% | -14.7% | -38.2% |
| 5Y | +58.5% | -69.3% | +127.8% | +86.3% |
| 10Y | +561.8% | -73.0% | +634.8% | +645.1% |
| All | +1,356.6% | -59.3% | +1,415.9% | +1,140.5% |
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