-13.4%
JBLU vs COMP
+6.6%
-20.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.3% |
| 7D | +9.2% | +8.9% | +0.3% | +5.0% |
| 30D | +13.7% | +14.0% | -0.2% | +7.4% |
| 3M | -34.1% | -21.1% | -13.0% | -28.3% |
| 6M | -19.5% | +20.1% | -39.5% | -25.3% |
| YTD | -16.3% | -5.0% | -11.2% | -16.0% |
| 1Y | -13.4% | +5.7% | -19.1% | -13.1% |
| All | -13.4% | +6.6% | -20.0% | -13.1% |
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