+557.2%
BA vs JBLU
-58.4%
+615.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.2% | -3.5% | +4.7% | +2.1% |
| 30D | -11.6% | -27.2% | +15.6% | -3.7% |
| 3M | -2.4% | -4.3% | +2.0% | -2.1% |
| 6M | -6.6% | -8.3% | +1.7% | -6.8% |
| YTD | -2.2% | +1.8% | -4.0% | -6.6% |
| 1Y | -8.0% | -9.0% | +1.0% | -10.0% |
| 3Y | -5.0% | -21.9% | +16.9% | -16.9% |
| 5Y | -2.7% | -69.0% | +66.3% | +10.4% |
| 10Y | +75.9% | -70.8% | +146.7% | +94.0% |
| All | +557.2% | -58.4% | +615.6% | +407.5% |
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