-73.8%
JBLU vs JBL
+1,558.3%
-1,632.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -2.6% |
| 7D | -5.0% | +2.4% | -7.4% | -6.4% |
| 30D | -23.9% | -13.1% | -10.8% | -18.0% |
| 3M | -11.6% | -15.6% | +3.9% | -4.8% |
| 6M | -0.2% | +24.6% | -24.8% | -15.1% |
| YTD | -3.3% | +39.6% | -42.9% | -23.8% |
| 1Y | -15.4% | +48.6% | -64.0% | -37.0% |
| 3Y | -14.7% | +197.3% | -212.0% | -62.3% |
| 5Y | -70.0% | +413.0% | -483.0% | -91.0% |
| All | -73.8% | +1,558.3% | -1,632.1% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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