+606.1%
COST vs JBLU
-72.4%
+678.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.3% |
| 7D | -1.2% | -5.0% | +3.8% | -0.9% |
| 30D | -4.7% | -23.9% | +19.2% | -3.4% |
| 3M | -7.1% | -11.6% | +4.5% | -6.8% |
| 6M | -8.5% | -0.2% | -8.3% | -9.3% |
| YTD | +5.4% | -3.3% | +8.7% | +4.5% |
| 1Y | -5.6% | -15.4% | +9.8% | -5.9% |
| 3Y | +68.5% | -14.7% | +83.2% | +62.2% |
| 5Y | +105.2% | -70.0% | +175.3% | +107.5% |
| All | +606.1% | -72.4% | +678.5% | +647.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling