+2,211.3%
EOG vs JBLU
-60.6%
+2,271.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.6% |
| 7D | -1.3% | -5.6% | +4.3% | -0.4% |
| 30D | +3.4% | -22.3% | +25.7% | +7.3% |
| 3M | +7.8% | -11.0% | +18.8% | +8.2% |
| 6M | +13.4% | -3.1% | +16.4% | +10.0% |
| YTD | +43.5% | -3.7% | +47.2% | +37.9% |
| 1Y | +29.7% | -14.8% | +44.5% | +26.6% |
| 3Y | +23.2% | -15.4% | +38.6% | +8.6% |
| 5Y | +176.4% | -71.4% | +247.8% | +190.4% |
| 10Y | +119.1% | -73.0% | +192.1% | +120.9% |
| All | +2,211.3% | -60.6% | +2,271.9% | +1,614.2% |
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