-72.4%
USO vs JBLU
-59.0%
-13.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +2.7% |
| 7D | +6.2% | -5.6% | +11.9% | +6.3% |
| 30D | +19.1% | -22.3% | +41.4% | +19.5% |
| 3M | +14.2% | -11.0% | +25.2% | +14.1% |
| 6M | +43.7% | -3.1% | +46.8% | +42.6% |
| YTD | +116.8% | -3.7% | +120.6% | +114.5% |
| 1Y | +104.3% | -14.8% | +119.1% | +102.9% |
| 3Y | +91.5% | -15.4% | +107.0% | +85.1% |
| 5Y | +214.1% | -71.4% | +285.4% | +217.5% |
| 10Y | +77.0% | -73.0% | +150.0% | +74.3% |
| All | -72.4% | -59.0% | -13.5% | -75.0% |
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