+3,685.0%
ASX vs JBLU
-58.4%
+3,743.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.7% | -3.5% | +2.8% | 0.0% |
| 30D | +2.0% | -27.2% | +29.2% | +8.7% |
| 3M | -1.3% | -4.3% | +3.0% | -1.1% |
| 6M | +71.4% | -8.3% | +79.8% | +71.6% |
| YTD | +135.3% | +1.8% | +133.6% | +128.2% |
| 1Y | +267.5% | -9.0% | +276.5% | +262.7% |
| 3Y | +388.5% | -21.9% | +410.4% | +348.9% |
| 5Y | +417.1% | -69.0% | +486.1% | +464.7% |
| 10Y | +872.7% | -70.8% | +943.5% | +874.1% |
| All | +3,685.0% | -58.4% | +3,743.3% | +2,539.5% |
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