-13.3%
BKNG vs JBLU
-15.1%
+1.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | +12.2% | +14.4% | -2.3% | +9.4% |
| 30D | +7.0% | -13.4% | +20.4% | +10.0% |
| 3M | -18.3% | -45.1% | +26.8% | -8.5% |
| 6M | +1.1% | -27.9% | +29.0% | +7.0% |
| YTD | -20.7% | -23.3% | +2.6% | -17.3% |
| 1Y | -13.3% | -18.6% | +5.3% | -13.5% |
| All | -13.3% | -15.1% | +1.8% | -13.5% |
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 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