+36.6%
ORLY vs JBLU
-15.7%
+52.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | -2.4% | -5.0% | +2.6% | -2.3% |
| 30D | -6.8% | -23.9% | +17.1% | -6.4% |
| 3M | -4.8% | -11.6% | +6.9% | -4.6% |
| 6M | -9.1% | -0.2% | -8.9% | -9.3% |
| YTD | -5.9% | -3.3% | -2.6% | -6.3% |
| 1Y | -20.4% | -15.4% | -5.0% | -20.6% |
| 3Y | +36.6% | -14.7% | +51.3% | +37.7% |
| All | +36.6% | -15.7% | +52.3% | +37.7% |
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