+258.8%
B vs JBLU
-60.4%
+319.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.4% | -5.0% | +2.6% | -2.3% |
| 30D | +6.3% | -23.9% | +30.2% | +6.9% |
| 3M | +12.1% | -11.6% | +23.8% | +12.4% |
| 6M | -3.1% | -0.2% | -2.9% | -3.2% |
| YTD | +2.0% | -3.3% | +5.3% | +1.9% |
| 1Y | +51.7% | -15.4% | +67.1% | +51.7% |
| 3Y | +190.5% | -14.7% | +205.2% | +189.1% |
| 5Y | +158.0% | -70.0% | +228.0% | +157.4% |
| 10Y | +205.5% | -72.9% | +278.4% | +201.8% |
| All | +258.8% | -60.4% | +319.2% | +264.6% |
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