+13,271.7%
GOOGL vs JBLU
-73.7%
+13,345.4%
-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 | -2.8% | -4.8% | +1.9% | -2.0% |
| 30D | -3.2% | -24.4% | +21.2% | +1.4% |
| 3M | -6.6% | -4.8% | -1.8% | -6.6% |
| 6M | +8.5% | -0.5% | +8.9% | +6.7% |
| YTD | +6.5% | -3.5% | +10.0% | +4.3% |
| 1Y | +39.4% | -13.6% | +53.0% | +38.5% |
| 3Y | +146.2% | -15.3% | +161.4% | +121.8% |
| 5Y | +138.3% | -70.1% | +208.4% | +155.0% |
| 10Y | +751.7% | -72.9% | +824.6% | +744.8% |
| All | +13,271.7% | -73.7% | +13,345.4% | +10,071.3% |
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