-44.7%
C vs JBLU
-58.4%
+13.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +3.6% | -3.5% | +7.2% | +4.9% |
| 30D | +0.1% | -27.2% | +27.3% | +11.4% |
| 3M | +2.4% | -4.3% | +6.8% | +2.1% |
| 6M | +24.9% | -8.3% | +33.2% | +23.5% |
| YTD | +19.8% | +1.8% | +18.0% | +12.7% |
| 1Y | +44.9% | -9.0% | +53.9% | +40.5% |
| 3Y | +263.0% | -21.9% | +284.9% | +202.0% |
| 5Y | +129.5% | -69.0% | +198.5% | +158.1% |
| 10Y | +291.6% | -70.8% | +362.4% | +296.9% |
| All | -44.7% | -58.4% | +13.7% | -70.7% |
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 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