+92.4%
FOXA vs JBLU
-73.4%
+165.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | +0.8% | -5.0% | +5.8% | +1.8% |
| 30D | +5.0% | -23.9% | +28.9% | +10.5% |
| 3M | -3.0% | -11.6% | +8.6% | -1.8% |
| 6M | +14.8% | -0.2% | +15.0% | +11.5% |
| YTD | -8.9% | -3.3% | -5.6% | -12.0% |
| 1Y | +13.3% | -15.4% | +28.7% | +12.0% |
| 3Y | +115.4% | -14.7% | +130.1% | +84.6% |
| 5Y | +95.3% | -70.0% | +165.3% | +116.3% |
| All | +92.4% | -73.4% | +165.8% | +100.7% |
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