+50.5%
B vs JBLU
-14.9%
+65.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | -5.0% | -4.8% | -0.3% | -4.3% |
| 30D | +8.7% | -24.4% | +33.2% | +13.4% |
| 3M | +17.3% | -4.8% | +22.1% | +16.9% |
| 6M | -5.0% | -0.5% | -4.6% | -6.7% |
| YTD | +1.4% | -3.5% | +5.0% | -0.7% |
| 1Y | +50.5% | -13.6% | +64.1% | +43.9% |
| All | +50.5% | -14.9% | +65.4% | +43.9% |
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