+3,141.7%
COST vs JBLU
-60.5%
+3,202.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | -2.5% | -4.8% | +2.3% | -2.0% |
| 30D | -4.4% | -24.4% | +20.0% | -1.6% |
| 3M | -8.1% | -4.8% | -3.3% | -8.2% |
| 6M | -9.2% | -0.5% | -8.8% | -10.6% |
| YTD | +5.1% | -3.5% | +8.6% | +3.3% |
| 1Y | -5.1% | -13.6% | +8.5% | -5.8% |
| 3Y | +70.4% | -15.3% | +85.6% | +58.5% |
| 5Y | +104.7% | -70.1% | +174.8% | +112.1% |
| 10Y | +608.8% | -72.9% | +681.8% | +591.2% |
| All | +3,141.7% | -60.5% | +3,202.3% | +2,244.7% |
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