+82.0%
USO vs JBLU
-72.4%
+154.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +9.1% | -5.0% | +14.1% | +9.2% |
| 30D | +21.7% | -23.9% | +45.6% | +22.2% |
| 3M | +20.2% | -11.6% | +31.9% | +20.0% |
| 6M | +43.4% | -0.2% | +43.6% | +41.3% |
| YTD | +124.0% | -3.3% | +127.3% | +120.0% |
| 1Y | +112.2% | -15.4% | +127.6% | +109.9% |
| 3Y | +97.7% | -14.7% | +112.4% | +84.8% |
| 5Y | +217.4% | -70.0% | +287.4% | +227.7% |
| All | +82.0% | -72.4% | +154.4% | +72.8% |
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