-66.3%
JBLU vs FROG
+22.5%
-88.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -5.6% | -4.8% | -0.8% | -4.7% |
| 30D | -22.3% | -0.9% | -21.4% | -22.5% |
| 3M | -11.0% | +7.5% | -18.4% | -12.9% |
| 6M | -3.1% | +107.0% | -110.1% | -18.1% |
| YTD | -3.7% | +39.8% | -43.5% | -13.5% |
| 1Y | -14.8% | +74.8% | -89.6% | -28.0% |
| 3Y | -15.4% | +219.3% | -234.7% | -41.6% |
| 5Y | -71.4% | +133.0% | -204.4% | -80.9% |
| All | -66.3% | +22.5% | -88.8% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling