+85.9%
F vs JBLU
-65.7%
+151.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.4% | -1.2% |
| 7D | -3.9% | +9.2% | -13.0% | -6.7% |
| 30D | -0.5% | +13.7% | -14.2% | -6.2% |
| 3M | -12.9% | -34.1% | +21.2% | -2.9% |
| 6M | +1.5% | -19.5% | +21.0% | +4.5% |
| YTD | -5.0% | -16.3% | +11.2% | -6.4% |
| 1Y | -7.3% | -13.4% | +6.1% | -9.9% |
| 3Y | +45.3% | -1.6% | +46.8% | +11.7% |
| 5Y | -15.8% | -74.9% | +59.1% | +1.2% |
| 10Y | +64.2% | -80.2% | +144.4% | +91.6% |
| All | +85.9% | -65.7% | +151.7% | +10.9% |
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