-3.6%
ORLY vs JBLU
-15.1%
+11.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.9% |
| 7D | +3.9% | +14.4% | -10.5% | +3.8% |
| 30D | +7.5% | -13.4% | +20.9% | +7.9% |
| 3M | -2.1% | -45.1% | +43.0% | -1.3% |
| 6M | -3.7% | -27.9% | +24.2% | -3.3% |
| YTD | +0.3% | -23.3% | +23.6% | -1.0% |
| 1Y | -3.6% | -18.6% | +15.0% | -5.1% |
| All | -3.6% | -15.1% | +11.5% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling