-67.0%
JBLU vs BRO
+904.2%
-971.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | -5.0% | -7.3% | +2.4% | -0.4% |
| 30D | -23.9% | -6.9% | -17.0% | -20.6% |
| 3M | -11.6% | +10.7% | -22.3% | -17.8% |
| 6M | -0.2% | -2.7% | +2.5% | -0.7% |
| YTD | -3.3% | -16.3% | +13.0% | +5.4% |
| 1Y | -15.4% | -29.1% | +13.7% | +2.3% |
| 3Y | -14.7% | -7.8% | -6.9% | -15.7% |
| 5Y | -70.0% | +18.7% | -88.8% | -75.3% |
| 10Y | -72.9% | +291.9% | -364.8% | -89.8% |
| All | -67.0% | +904.2% | -971.2% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling