-15.1%
JBLU vs COMP
+214.1%
-229.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -5.6% | +0.8% | -6.5% | -5.9% |
| 30D | -22.3% | -13.9% | -8.5% | -19.1% |
| 3M | -11.0% | +30.7% | -41.7% | -16.9% |
| 6M | -3.1% | +18.7% | -21.8% | -8.8% |
| YTD | -3.7% | +1.0% | -4.8% | -6.2% |
| 1Y | -14.8% | +15.1% | -29.9% | -20.2% |
| All | -15.1% | +214.1% | -229.2% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling