-9.0%
JBLU vs BRO
-24.4%
+15.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -3.5% | -2.6% | -1.0% | -2.9% |
| 30D | -27.2% | +0.9% | -28.1% | -27.4% |
| 3M | -4.3% | +24.8% | -29.1% | -10.3% |
| 6M | -8.3% | -0.1% | -8.2% | -7.5% |
| YTD | +1.8% | -9.7% | +11.5% | +9.2% |
| 1Y | -9.0% | -24.5% | +15.4% | +11.6% |
| All | -9.0% | -24.4% | +15.4% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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