+13,245.4%
GOOG vs JBLU
-73.7%
+13,319.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.5% | -4.8% | +2.3% | -1.7% |
| 30D | -3.6% | -24.4% | +20.8% | +1.0% |
| 3M | -6.4% | -4.8% | -1.7% | -6.4% |
| 6M | +7.8% | -0.5% | +8.2% | +6.0% |
| YTD | +5.5% | -3.5% | +9.0% | +3.3% |
| 1Y | +38.3% | -13.6% | +51.9% | +37.3% |
| 3Y | +143.1% | -15.3% | +158.3% | +118.9% |
| 5Y | +135.0% | -70.1% | +205.1% | +151.6% |
| 10Y | +778.1% | -72.9% | +851.0% | +771.4% |
| All | +13,245.4% | -73.7% | +13,319.1% | +10,056.7% |
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