+134.1%
BP vs JBLU
-72.4%
+206.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +5.2% | -5.0% | +10.2% | +6.1% |
| 30D | +8.7% | -23.9% | +32.6% | +13.4% |
| 3M | +9.3% | -11.6% | +21.0% | +9.9% |
| 6M | +13.6% | -0.2% | +13.8% | +9.0% |
| YTD | +37.7% | -3.3% | +41.0% | +31.4% |
| 1Y | +40.6% | -15.4% | +56.0% | +37.0% |
| 3Y | +40.3% | -14.7% | +55.1% | +18.7% |
| 5Y | +141.4% | -70.0% | +211.4% | +162.1% |
| All | +134.1% | -72.4% | +206.5% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling