+273.7%
IR vs JBLU
-79.6%
+353.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.5% | -5.0% | +0.5% | -3.3% |
| 30D | -13.9% | -23.9% | +9.9% | -7.9% |
| 3M | -0.3% | -11.6% | +11.3% | +1.8% |
| 6M | -14.3% | -0.2% | -14.1% | -16.3% |
| YTD | -7.9% | -3.3% | -4.6% | -9.9% |
| 1Y | -9.9% | -15.4% | +5.5% | -9.5% |
| 3Y | +6.5% | -14.7% | +21.3% | -8.3% |
| 5Y | +34.0% | -70.0% | +104.1% | +53.6% |
| All | +273.7% | -79.6% | +353.3% | +344.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling