-73.8%
JBLU vs ALL
+365.1%
-438.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.2% |
| 7D | -5.0% | -2.3% | -2.7% | -3.8% |
| 30D | -23.9% | -0.4% | -23.5% | -23.7% |
| 3M | -11.6% | +16.0% | -27.7% | -19.6% |
| 6M | -0.2% | +24.6% | -24.8% | -13.9% |
| YTD | -3.3% | +23.7% | -27.0% | -16.3% |
| 1Y | -15.4% | +27.7% | -43.1% | -28.5% |
| 3Y | -14.7% | +150.2% | -165.0% | -54.8% |
| 5Y | -70.0% | +117.1% | -187.1% | -83.3% |
| All | -73.8% | +365.1% | -438.8% | -91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling