-9.3%
BA vs JBLU
-15.1%
+5.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.4% |
| 7D | -1.2% | -5.6% | +4.4% | 0.0% |
| 30D | -11.3% | -22.3% | +11.0% | -6.9% |
| 3M | -3.8% | -11.0% | +7.2% | -1.8% |
| 6M | -8.3% | -3.1% | -5.2% | -8.7% |
| YTD | -4.9% | -3.7% | -1.2% | -6.1% |
| All | -9.3% | -15.1% | +5.8% | -10.4% |
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