-14.9%
JBLU vs FROG
+224.1%
-239.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -4.8% | -2.2% | -2.6% | -4.5% |
| 30D | -24.4% | +3.0% | -27.4% | -24.9% |
| 3M | -4.8% | +10.3% | -15.1% | -6.6% |
| 6M | -0.5% | +116.7% | -117.1% | -13.0% |
| YTD | -3.5% | +41.9% | -45.4% | -10.8% |
| 1Y | -13.6% | +78.5% | -92.1% | -24.4% |
| All | -14.9% | +224.1% | -239.1% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling