+8,744.4%
ORLY vs JBLU
-60.4%
+8,804.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.4% | -5.0% | +2.6% | -1.6% |
| 30D | -6.8% | -23.9% | +17.1% | -3.0% |
| 3M | -4.8% | -11.6% | +6.9% | -3.8% |
| 6M | -9.1% | -0.2% | -8.9% | -10.9% |
| YTD | -5.9% | -3.3% | -2.6% | -8.2% |
| 1Y | -20.4% | -15.4% | -5.0% | -21.1% |
| 3Y | +36.6% | -14.7% | +51.3% | +22.1% |
| 5Y | +117.3% | -70.0% | +187.3% | +126.8% |
| 10Y | +362.7% | -72.9% | +435.6% | +347.4% |
| All | +8,744.4% | -60.4% | +8,804.8% | +5,684.2% |
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