-70.1%
JBLU vs COO
-51.8%
-18.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.7% | +14.9% | +9.4% |
| 7D | -4.8% | -23.3% | +18.5% | +11.5% |
| 30D | -24.4% | -29.5% | +5.0% | -6.6% |
| 3M | -4.8% | -20.0% | +15.2% | +8.3% |
| 6M | -0.5% | -27.2% | +26.7% | +20.6% |
| YTD | -3.5% | -33.9% | +30.4% | +24.7% |
| 1Y | -13.6% | -19.9% | +6.4% | -1.8% |
| 3Y | -15.3% | -38.1% | +22.8% | +8.9% |
| 5Y | -70.1% | -52.0% | -18.1% | -54.9% |
| All | -70.1% | -51.8% | -18.3% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling