-4.6%
F vs JBLU
-7.4%
+2.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.1% | +12.9% | -15.1% | -4.3% |
| 30D | +3.3% | +11.0% | -7.7% | +0.9% |
| 3M | -11.3% | -30.8% | +19.5% | -5.1% |
| 6M | +5.3% | -19.0% | +24.3% | +7.7% |
| YTD | -2.2% | -11.6% | +9.4% | -4.0% |
| All | -4.6% | -7.4% | +2.8% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling