-63.3%
JBLU vs EOSE
-60.6%
-2.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -5.0% | +1.8% | -6.8% | -5.2% |
| 30D | -23.9% | -6.8% | -17.0% | -23.7% |
| 3M | -11.6% | -36.3% | +24.6% | -9.2% |
| 6M | -0.2% | -38.8% | +38.5% | +1.6% |
| YTD | -3.3% | -65.5% | +62.2% | +1.6% |
| 1Y | -15.4% | -45.3% | +29.9% | -15.6% |
| 3Y | -14.7% | +44.2% | -58.9% | -28.5% |
| 5Y | -70.0% | -69.5% | -0.5% | -75.4% |
| All | -63.3% | -60.6% | -2.7% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling