-12.1%
DOW vs JBLU
-73.5%
+61.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.4% | -5.0% | +3.6% | -0.3% |
| 30D | -3.9% | -23.9% | +19.9% | +1.5% |
| 3M | -12.7% | -11.6% | -1.0% | -12.0% |
| 6M | -13.7% | -0.2% | -13.5% | -18.4% |
| YTD | +28.4% | -3.3% | +31.7% | +20.9% |
| 1Y | +21.8% | -15.4% | +37.1% | +18.2% |
| 3Y | -35.7% | -14.7% | -21.0% | -45.7% |
| 5Y | -36.8% | -70.0% | +33.2% | -30.0% |
| All | -12.1% | -73.5% | +61.5% | +5.5% |
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