+91.7%
BKNG vs JBLU
-70.3%
+162.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -10.7% | -4.8% | -5.9% | -9.7% |
| 30D | -18.1% | -24.4% | +6.3% | -13.3% |
| 3M | +8.5% | -4.8% | +13.3% | +9.0% |
| 6M | -0.1% | -0.5% | +0.4% | -1.5% |
| YTD | -18.2% | -3.5% | -14.7% | -19.8% |
| 1Y | -19.9% | -13.6% | -6.3% | -20.0% |
| 3Y | +41.6% | -15.3% | +56.9% | +19.0% |
| All | +91.7% | -70.3% | +162.0% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling