-78.4%
JBLU vs COMP
-50.5%
-27.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.5% | -0.6% |
| 7D | -5.0% | -5.5% | +0.5% | -3.8% |
| 30D | -23.9% | -17.4% | -6.4% | -20.6% |
| 3M | -11.6% | +24.4% | -36.0% | -15.8% |
| 6M | -0.2% | +21.8% | -22.0% | -5.5% |
| YTD | -3.3% | -0.6% | -2.7% | -4.8% |
| 1Y | -15.4% | +11.5% | -26.8% | -19.3% |
| 3Y | -14.7% | +220.4% | -235.2% | -39.1% |
| 5Y | -70.0% | -26.6% | -43.5% | -75.0% |
| All | -78.4% | -50.5% | -27.9% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling