-37.1%
DOW vs JBLU
-70.3%
+33.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.4% | -5.0% | +3.6% | -0.7% |
| 30D | -3.9% | -23.9% | +19.9% | -0.3% |
| 3M | -12.7% | -11.6% | -1.0% | -12.3% |
| 6M | -13.7% | -0.2% | -13.5% | -17.4% |
| YTD | +28.4% | -3.3% | +31.7% | +22.4% |
| 1Y | +21.8% | -15.4% | +37.1% | +19.0% |
| 3Y | -35.7% | -14.7% | -21.0% | -43.2% |
| All | -37.1% | -70.3% | +33.1% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling