-12.7%
JBLU vs ALL
+42.7%
-55.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.1% | +12.3% |
| 7D | +24.9% | +7.5% | +17.4% | +26.2% |
| 30D | -12.3% | +19.7% | -32.1% | -10.8% |
| 3M | -44.5% | +2.9% | -47.4% | -43.8% |
| 6M | -25.7% | +23.5% | -49.2% | -24.3% |
| YTD | -21.8% | +31.1% | -52.9% | -21.5% |
| 1Y | -12.7% | +40.5% | -53.2% | -13.0% |
| All | -12.7% | +42.7% | -55.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling