-49.9%
C vs JBLU
-66.2%
+16.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +4.2% | +2.5% | +1.7% | +3.2% |
| 30D | +2.0% | +24.9% | -22.9% | -7.5% |
| 3M | -10.1% | -35.2% | +25.1% | +1.9% |
| 6M | +1.0% | -20.0% | +21.0% | +4.1% |
| YTD | +8.5% | -17.4% | +25.8% | +7.2% |
| 1Y | +25.7% | -13.0% | +38.7% | +21.6% |
| 3Y | +216.0% | -5.3% | +221.3% | +138.2% |
| 5Y | +112.3% | -75.2% | +187.5% | +153.8% |
| 10Y | +217.8% | -80.5% | +298.3% | +266.8% |
| All | -49.9% | -66.2% | +16.3% | -72.2% |
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