+6.4%
OXY vs JBLU
-72.4%
+78.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.8% | -5.0% | +7.8% | +4.0% |
| 30D | +5.5% | -23.9% | +29.3% | +11.7% |
| 3M | +11.3% | -11.6% | +23.0% | +11.9% |
| 6M | +11.6% | -0.2% | +11.8% | +4.9% |
| YTD | +51.6% | -3.3% | +54.9% | +41.0% |
| 1Y | +36.2% | -15.4% | +51.6% | +30.5% |
| 3Y | +1.7% | -14.7% | +16.4% | -21.4% |
| 5Y | +164.5% | -70.0% | +234.5% | +187.7% |
| All | +6.4% | -72.4% | +78.8% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling