-73.8%
JBLU vs COPX
+583.8%
-657.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -5.0% | -2.3% | -2.6% | -4.1% |
| 30D | -23.9% | +0.3% | -24.1% | -24.4% |
| 3M | -11.6% | +6.8% | -18.5% | -16.3% |
| 6M | -0.2% | +7.9% | -8.2% | -7.1% |
| YTD | -3.3% | +23.7% | -27.0% | -18.0% |
| 1Y | -15.4% | +71.5% | -86.9% | -40.9% |
| 3Y | -14.7% | +149.1% | -163.8% | -52.3% |
| 5Y | -70.0% | +167.3% | -237.4% | -84.4% |
| All | -73.8% | +583.8% | -657.6% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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