+319.9%
ADP vs JBLU
-80.5%
+400.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +2.2% | +2.5% | -0.3% | +1.8% |
| 30D | +10.6% | +24.9% | -14.4% | +6.9% |
| 3M | +12.9% | -35.2% | +48.1% | +18.2% |
| 6M | +50.6% | -20.0% | +70.6% | +52.1% |
| YTD | +23.2% | -17.4% | +40.6% | +22.0% |
| 1Y | +25.3% | -13.0% | +38.2% | +22.9% |
| 3Y | +47.1% | -5.3% | +52.4% | +27.9% |
| 5Y | +50.1% | -75.2% | +125.3% | +63.1% |
| All | +319.9% | -80.5% | +400.4% | +340.8% |
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