+113.6%
C vs JBLU
-75.4%
+189.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +4.2% | +2.5% | +1.7% | +3.6% |
| 30D | +2.0% | +24.9% | -22.9% | -3.4% |
| 3M | -10.1% | -35.2% | +25.1% | -2.9% |
| 6M | +1.0% | -20.0% | +21.0% | +3.4% |
| YTD | +8.5% | -17.4% | +25.8% | +8.7% |
| 1Y | +25.7% | -13.0% | +38.7% | +24.5% |
| 3Y | +216.0% | -5.3% | +221.3% | +163.2% |
| All | +113.6% | -75.4% | +189.0% | +153.6% |
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