+65.9%
BLK vs JBLU
-15.7%
+81.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | -5.0% | +1.7% | -2.6% |
| 30D | -6.5% | -23.9% | +17.4% | -2.9% |
| 3M | +6.7% | -11.6% | +18.4% | +8.2% |
| 6M | +14.7% | -0.2% | +15.0% | +13.5% |
| YTD | +2.5% | -3.3% | +5.8% | +1.3% |
| 1Y | -2.8% | -15.4% | +12.6% | -2.6% |
| 3Y | +65.9% | -14.7% | +80.6% | +54.8% |
| All | +65.9% | -15.7% | +81.6% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling