+3.7%
JBLU vs BUD
+198.8%
-195.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | +1.1% | +0.8% | +0.4% | +0.6% |
| 30D | -25.5% | -4.8% | -20.7% | -23.3% |
| 3M | -5.0% | +1.4% | -6.4% | -6.0% |
| 6M | +0.7% | +9.9% | -9.2% | -5.3% |
| YTD | -0.7% | +26.3% | -27.0% | -14.4% |
| 1Y | -12.7% | +36.1% | -48.9% | -28.6% |
| 3Y | -12.7% | +48.6% | -61.3% | -34.2% |
| 5Y | -69.3% | +45.0% | -114.3% | -76.7% |
| 10Y | -73.0% | -23.1% | -49.9% | -73.8% |
| All | +3.7% | +198.8% | -195.1% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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