-70.7%
JBLU vs BROS
+33.7%
-104.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.1% |
| 7D | -4.8% | -6.1% | +1.3% | -3.3% |
| 30D | -24.4% | -12.4% | -12.1% | -22.0% |
| 3M | -4.8% | -27.9% | +23.2% | +2.7% |
| 6M | -0.5% | -16.8% | +16.3% | +2.9% |
| YTD | -3.5% | -29.0% | +25.5% | +3.5% |
| 1Y | -13.6% | -33.2% | +19.6% | -6.5% |
| 3Y | -15.3% | +56.8% | -72.0% | -27.4% |
| All | -70.7% | +33.7% | -104.3% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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