+200.8%
BP vs JBLU
-59.3%
+260.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.8% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | +9.1% | -25.5% | +34.7% | +13.7% |
| 3M | +3.9% | -5.0% | +9.0% | +3.2% |
| 6M | +13.6% | +0.7% | +13.0% | +9.9% |
| YTD | +34.0% | -0.7% | +34.7% | +28.7% |
| 1Y | +39.2% | -12.7% | +51.9% | +35.8% |
| 3Y | +36.4% | -12.7% | +49.2% | +21.6% |
| 5Y | +135.8% | -69.3% | +205.1% | +145.3% |
| 10Y | +125.0% | -73.0% | +198.0% | +124.7% |
| All | +200.8% | -59.3% | +260.1% | +121.9% |
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