+3,487.2%
ASX vs JBLU
-66.2%
+3,553.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | +12.4% | +2.5% | +9.9% | +11.9% |
| 30D | -19.8% | +24.9% | -44.7% | -23.8% |
| 3M | -10.3% | -35.2% | +24.9% | -2.7% |
| 6M | +1.2% | -20.0% | +21.2% | +4.4% |
| YTD | +123.0% | -17.4% | +140.4% | +124.3% |
| 1Y | +145.4% | -13.0% | +158.4% | +143.9% |
| 3Y | +368.6% | -5.3% | +373.9% | +310.9% |
| 5Y | +486.0% | -75.2% | +561.2% | +567.6% |
| 10Y | +941.0% | -80.5% | +1,021.5% | +1,027.7% |
| All | +3,487.2% | -66.2% | +3,553.4% | +2,494.2% |
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