-9.0%
JBLU vs BR
-29.1%
+20.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.2% |
| 7D | -3.5% | -5.3% | +1.7% | -2.3% |
| 30D | -27.2% | +6.4% | -33.6% | -28.6% |
| 3M | -4.3% | +13.6% | -18.0% | -8.5% |
| 6M | -8.3% | -6.7% | -1.6% | -8.4% |
| YTD | +1.8% | -21.1% | +22.9% | +7.7% |
| 1Y | -9.0% | -29.6% | +20.5% | +6.6% |
| All | -9.0% | -29.1% | +20.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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