-14.7%
JBLU vs BR
-5.3%
-9.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -5.0% | -3.0% | -2.0% | -3.4% |
| 30D | -23.9% | -0.3% | -23.6% | -23.9% |
| 3M | -11.6% | +17.3% | -28.9% | -20.4% |
| 6M | -0.2% | -6.7% | +6.5% | +3.8% |
| YTD | -3.3% | -23.4% | +20.1% | +15.4% |
| 1Y | -15.4% | -32.7% | +17.3% | +12.6% |
| 3Y | -14.7% | -5.9% | -8.8% | -14.1% |
| All | -14.7% | -5.3% | -9.4% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling