-71.5%
JBLU vs GRAB
-74.3%
+2.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -5.0% | -10.8% | +5.9% | -2.9% |
| 30D | -23.9% | -15.5% | -8.4% | -21.4% |
| 3M | -11.6% | -9.0% | -2.7% | -9.9% |
| 6M | -0.2% | -21.6% | +21.4% | +4.5% |
| YTD | -3.3% | -38.9% | +35.6% | +5.4% |
| 1Y | -15.4% | -44.8% | +29.5% | -6.3% |
| 3Y | -14.7% | -18.4% | +3.7% | -12.1% |
| 5Y | -70.0% | -71.6% | +1.6% | -70.6% |
| All | -71.5% | -74.3% | +2.9% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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