-66.1%
JBLU vs ES
+732.0%
-798.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.7% |
| 7D | +1.1% | +1.4% | -0.3% | +0.4% |
| 30D | -25.5% | -1.2% | -24.4% | -25.1% |
| 3M | -5.0% | +5.0% | -10.0% | -7.4% |
| 6M | +0.7% | -2.8% | +3.5% | +1.6% |
| YTD | -0.7% | +8.6% | -9.2% | -5.5% |
| 1Y | -12.7% | +18.9% | -31.7% | -21.6% |
| 3Y | -12.7% | +32.1% | -44.9% | -26.8% |
| 5Y | -69.3% | -5.1% | -64.2% | -70.1% |
| 10Y | -73.0% | +84.2% | -157.2% | -83.8% |
| All | -66.1% | +732.0% | -798.1% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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