-46.6%
COIN vs JBLU
-79.4%
+32.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -5.1% | -5.0% | -0.1% | -3.1% |
| 30D | +17.6% | -23.9% | +41.5% | +30.9% |
| 3M | +9.2% | -11.6% | +20.9% | +12.4% |
| 6M | -11.8% | -0.2% | -11.5% | -16.0% |
| YTD | -22.5% | -3.3% | -19.2% | -27.4% |
| 1Y | -45.9% | -15.4% | -30.5% | -46.6% |
| 3Y | +117.4% | -14.7% | +132.1% | +50.1% |
| 5Y | -29.4% | -70.0% | +40.6% | +1.9% |
| All | -46.6% | -79.4% | +32.8% | -20.8% |
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