-73.8%
JBLU vs COO
+17.0%
-90.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -5.0% | -22.5% | +17.6% | +8.8% |
| 30D | -23.9% | -29.7% | +5.9% | -7.8% |
| 3M | -11.6% | -20.1% | +8.5% | -0.6% |
| 6M | -0.2% | -26.9% | +26.7% | +18.3% |
| YTD | -3.3% | -34.2% | +30.9% | +22.0% |
| 1Y | -15.4% | -21.3% | +5.9% | -4.1% |
| 3Y | -14.7% | -38.7% | +23.9% | +8.5% |
| 5Y | -70.0% | -52.2% | -17.8% | -57.1% |
| All | -73.8% | +17.0% | -90.8% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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