-66.1%
JBLU vs D
+455.0%
-521.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | +1.1% | +0.8% | +0.4% | +0.7% |
| 30D | -25.5% | -0.7% | -24.8% | -25.3% |
| 3M | -5.0% | +2.1% | -7.1% | -6.2% |
| 6M | +0.7% | +6.8% | -6.2% | -3.1% |
| YTD | -0.7% | +16.5% | -17.2% | -8.6% |
| 1Y | -12.7% | +19.2% | -31.9% | -20.7% |
| 3Y | -12.7% | +61.9% | -74.6% | -32.8% |
| 5Y | -69.3% | +6.5% | -75.8% | -71.5% |
| 10Y | -73.0% | +35.3% | -108.3% | -79.8% |
| All | -66.1% | +455.0% | -521.1% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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