-12.7%
JBLU vs BTDR
-69.9%
+57.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -5.6% | +17.6% | +13.1% |
| 7D | +24.9% | -17.6% | +42.5% | +29.3% |
| 30D | -12.3% | -40.3% | +27.9% | -3.4% |
| 3M | -44.5% | -42.6% | -1.8% | -39.1% |
| 6M | -25.7% | -46.3% | +20.6% | -20.1% |
| YTD | -21.8% | -41.7% | +20.0% | -19.1% |
| 1Y | -12.7% | -69.4% | +56.7% | -2.2% |
| All | -12.7% | -69.9% | +57.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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