+37.3%
IR vs JBLU
-70.1%
+107.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.4% |
| 7D | -1.9% | -5.6% | +3.7% | -0.7% |
| 30D | -15.0% | -22.3% | +7.3% | -10.7% |
| 3M | -0.4% | -11.0% | +10.6% | +1.2% |
| 6M | -15.0% | -3.1% | -12.0% | -16.0% |
| YTD | -7.1% | -3.7% | -3.3% | -8.3% |
| 1Y | -7.5% | -14.8% | +7.2% | -7.1% |
| 3Y | +6.3% | -15.4% | +21.7% | -4.7% |
| 5Y | +37.3% | -71.4% | +108.7% | +56.0% |
| All | +37.3% | -70.1% | +107.5% | +56.0% |
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