-62.4%
JBLU vs BR
+1,278.7%
-1,341.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -5.0% | -3.0% | -2.0% | -3.2% |
| 30D | -23.9% | -0.3% | -23.6% | -23.9% |
| 3M | -11.6% | +17.3% | -28.9% | -20.7% |
| 6M | -0.2% | -6.7% | +6.5% | +2.5% |
| YTD | -3.3% | -23.4% | +20.1% | +11.3% |
| 1Y | -15.4% | -32.7% | +17.3% | +5.6% |
| 3Y | -14.7% | -5.9% | -8.8% | -13.5% |
| 5Y | -70.0% | +8.4% | -78.5% | -72.5% |
| 10Y | -72.9% | +189.2% | -262.1% | -87.1% |
| All | -62.4% | +1,278.7% | -1,341.1% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling