+29.4%
B vs JBLU
-12.5%
+41.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +11.9% | -3.6% | +6.0% |
| 7D | +1.1% | +24.9% | -23.8% | -3.1% |
| 30D | +0.3% | -12.3% | +12.6% | +1.9% |
| 3M | +5.4% | -44.5% | +49.9% | +15.6% |
| 6M | +5.5% | -25.7% | +31.2% | +8.6% |
| YTD | -6.3% | -21.8% | +15.4% | -6.6% |
| 1Y | +29.4% | -12.7% | +42.1% | +26.1% |
| All | +29.4% | -12.5% | +41.9% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling