-66.1%
JBLU vs ALL
+1,081.5%
-1,147.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.0% |
| 7D | +1.1% | -1.7% | +2.8% | +2.1% |
| 30D | -25.5% | -4.7% | -20.9% | -23.6% |
| 3M | -5.0% | +18.4% | -23.4% | -15.0% |
| 6M | +0.7% | +20.5% | -19.8% | -11.7% |
| YTD | -0.7% | +23.5% | -24.2% | -14.3% |
| 1Y | -12.7% | +29.0% | -41.7% | -26.8% |
| 3Y | -12.7% | +153.7% | -166.5% | -53.1% |
| 5Y | -69.3% | +114.8% | -184.1% | -82.3% |
| 10Y | -73.0% | +356.1% | -429.2% | -90.3% |
| All | -66.1% | +1,081.5% | -1,147.6% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling