-12.7%
JBLU vs EOSE
-85.5%
+72.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +12.6% | -0.7% | +10.1% |
| 7D | +24.9% | +9.7% | +15.2% | +23.1% |
| 30D | -12.3% | -34.6% | +22.2% | -8.9% |
| 3M | -44.5% | -50.8% | +6.3% | -41.0% |
| 6M | -25.7% | -66.5% | +40.8% | -19.7% |
| YTD | -21.8% | -81.3% | +59.6% | -13.3% |
| 1Y | -12.7% | -84.8% | +72.1% | -2.2% |
| All | -12.7% | -85.5% | +72.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling