+44.9%
IR vs JBLU
-75.4%
+120.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +2.5% | +2.5% | +0.1% | +2.0% |
| 30D | +9.2% | +24.9% | -15.8% | +3.5% |
| 3M | +0.9% | -35.2% | +36.1% | +8.9% |
| 6M | +19.2% | -20.0% | +39.2% | +22.2% |
| YTD | +7.5% | -17.4% | +24.8% | +8.1% |
| 1Y | +11.7% | -13.0% | +24.7% | +11.1% |
| 3Y | +23.9% | -5.3% | +29.2% | +5.0% |
| All | +44.9% | -75.4% | +120.3% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling