-66.1%
JBLU vs COO
+1,003.8%
-1,069.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.4% | -1.2% |
| 7D | +1.1% | -2.3% | +3.4% | +2.2% |
| 30D | -25.5% | -8.8% | -16.7% | -22.5% |
| 3M | -5.0% | +1.3% | -6.4% | -5.5% |
| 6M | +0.7% | -11.6% | +12.2% | +6.5% |
| YTD | -0.7% | -17.4% | +16.8% | +8.5% |
| 1Y | -12.7% | -1.6% | -11.1% | -12.0% |
| 3Y | -12.7% | -22.6% | +9.9% | -3.4% |
| 5Y | -69.3% | -40.3% | -28.9% | -62.3% |
| 10Y | -73.0% | +45.2% | -118.2% | -77.2% |
| All | -66.1% | +1,003.8% | -1,069.9% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling