-14.7%
JBLU vs BTDR
+4.4%
-19.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.3% |
| 7D | -5.0% | -3.4% | -1.6% | -4.6% |
| 30D | -23.9% | +32.6% | -56.5% | -27.2% |
| 3M | -11.6% | -32.2% | +20.6% | -8.4% |
| 6M | -0.2% | +52.4% | -52.6% | -8.0% |
| YTD | -3.3% | +6.7% | -10.0% | -7.8% |
| 1Y | -15.4% | -15.2% | -0.1% | -19.1% |
| 3Y | -14.7% | +14.9% | -29.6% | -32.4% |
| All | -14.7% | +4.4% | -19.1% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling