-15.1%
JBLU vs ALK
+1.1%
-16.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.4% |
| 7D | -5.6% | -3.0% | -2.6% | -3.3% |
| 30D | -22.3% | -14.6% | -7.7% | -11.8% |
| 3M | -11.0% | -10.6% | -0.4% | -2.1% |
| 6M | -3.1% | -6.7% | +3.6% | +3.1% |
| YTD | -3.7% | -19.8% | +16.0% | +13.9% |
| 1Y | -14.8% | -35.2% | +20.4% | +17.3% |
| All | -15.1% | +1.1% | -16.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 3y: compounded portfolio wealth divided by compounded ALK 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…
3y analysis · Full analysis span regression · 6 months rolling