+18,585.3%
BKNG vs JBLU
-60.5%
+18,645.8%
-79.0%
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 | -10.7% | -4.8% | -5.9% | -9.5% |
| 30D | -18.1% | -24.4% | +6.3% | -12.0% |
| 3M | +8.5% | -4.8% | +13.3% | +9.0% |
| 6M | -0.1% | -0.5% | +0.4% | -2.2% |
| YTD | -18.2% | -3.5% | -14.7% | -20.5% |
| 1Y | -19.9% | -13.6% | -6.3% | -20.4% |
| 3Y | +41.6% | -15.3% | +56.9% | +21.0% |
| 5Y | +93.1% | -70.1% | +163.2% | +118.0% |
| 10Y | +214.8% | -72.9% | +287.7% | +234.0% |
| All | +18,585.3% | -60.5% | +18,645.8% | +12,688.9% |
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