+141.3%
BP vs JBLU
-71.4%
+212.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.9% |
| 7D | +5.7% | -4.8% | +10.5% | +6.0% |
| 30D | +8.1% | -24.4% | +32.5% | +9.7% |
| 3M | +8.6% | -4.8% | +13.4% | +8.0% |
| 6M | +18.1% | -0.5% | +18.6% | +15.7% |
| YTD | +37.6% | -3.5% | +41.1% | +34.5% |
| 1Y | +39.4% | -13.6% | +53.0% | +37.4% |
| 3Y | +40.1% | -15.3% | +55.3% | +30.3% |
| 5Y | +141.3% | -70.1% | +211.4% | +157.7% |
| All | +141.3% | -71.4% | +212.7% | +157.7% |
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 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