+274.1%
GE vs JBLU
-59.3%
+333.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 7D | +1.2% | +1.1% | 0.0% | +0.8% |
| 30D | -9.5% | -25.5% | +16.0% | -2.8% |
| 3M | +4.1% | -5.0% | +9.2% | +4.4% |
| 6M | +3.9% | +0.7% | +3.3% | +1.7% |
| YTD | +9.0% | -0.7% | +9.7% | +5.9% |
| 1Y | +21.9% | -12.7% | +34.7% | +21.4% |
| 3Y | +281.8% | -12.7% | +294.5% | +225.5% |
| 5Y | +436.7% | -69.3% | +506.0% | +493.0% |
| 10Y | +151.5% | -73.0% | +224.6% | +166.7% |
| All | +274.1% | -59.3% | +333.4% | +142.6% |
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