-73.8%
JBLU vs M
-3.0%
-70.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -3.1% |
| 7D | -5.0% | -4.2% | -0.8% | -3.4% |
| 30D | -23.9% | -7.2% | -16.7% | -21.6% |
| 3M | -11.6% | -11.1% | -0.5% | -7.4% |
| 6M | -0.2% | +28.8% | -29.0% | -11.2% |
| YTD | -3.3% | +2.0% | -5.3% | -5.1% |
| 1Y | -15.4% | +31.3% | -46.6% | -25.8% |
| 3Y | -14.7% | +119.1% | -133.8% | -44.8% |
| 5Y | -70.0% | +29.7% | -99.7% | -77.9% |
| All | -73.8% | -3.0% | -70.8% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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