-70.7%
JBLU vs ALL
+115.3%
-186.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | 0.0% |
| 7D | -5.0% | -2.3% | -2.7% | -4.2% |
| 30D | -23.9% | -0.4% | -23.5% | -23.8% |
| 3M | -11.6% | +16.0% | -27.7% | -16.8% |
| 6M | -0.2% | +24.6% | -24.8% | -9.3% |
| YTD | -3.3% | +23.7% | -27.0% | -11.9% |
| 1Y | -15.4% | +27.7% | -43.1% | -24.1% |
| 3Y | -14.7% | +150.2% | -165.0% | -43.1% |
| All | -70.7% | +115.3% | -186.0% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling