-77.3%
JBLU vs COMP
-47.7%
-29.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -3.5% | +1.4% | -4.9% | -3.8% |
| 30D | -27.2% | -13.3% | -13.9% | -24.8% |
| 3M | -4.3% | +41.1% | -45.5% | -11.2% |
| 6M | -8.3% | +17.2% | -25.5% | -12.5% |
| YTD | +1.8% | +5.2% | -3.4% | -1.1% |
| 1Y | -9.0% | +18.9% | -28.0% | -14.4% |
| 3Y | -21.9% | +215.9% | -237.8% | -44.2% |
| 5Y | -69.0% | -31.2% | -37.8% | -73.9% |
| All | -77.3% | -47.7% | -29.6% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling