-9.0%
JBLU vs COMP
+22.2%
-31.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -3.5% | +1.4% | -4.9% | -4.0% |
| 30D | -27.2% | -13.3% | -13.9% | -23.4% |
| 3M | -4.3% | +41.1% | -45.5% | -14.5% |
| 6M | -8.3% | +17.2% | -25.5% | -15.9% |
| YTD | +1.8% | +5.2% | -3.4% | -3.3% |
| 1Y | -9.0% | +18.9% | -28.0% | -19.0% |
| All | -9.0% | +22.2% | -31.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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