-66.2%
JBLU vs FROG
+22.3%
-88.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -23.9% | +1.3% | -25.2% | -24.4% |
| 3M | -11.6% | +11.1% | -22.7% | -14.1% |
| 6M | -0.2% | +108.3% | -108.5% | -15.8% |
| YTD | -3.3% | +39.6% | -42.9% | -13.1% |
| 1Y | -15.4% | +74.7% | -90.1% | -28.5% |
| 3Y | -14.7% | +224.1% | -238.8% | -41.3% |
| 5Y | -70.0% | +138.4% | -208.4% | -80.0% |
| All | -66.2% | +22.3% | -88.5% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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