-66.1%
JBLU vs M
+117.4%
-183.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.2% |
| 7D | +1.1% | +2.4% | -1.3% | +0.1% |
| 30D | -25.5% | -11.6% | -13.9% | -21.2% |
| 3M | -5.0% | +1.6% | -6.7% | -6.0% |
| 6M | +0.7% | +25.2% | -24.5% | -9.8% |
| YTD | -0.7% | +3.8% | -4.4% | -3.2% |
| 1Y | -12.7% | +36.3% | -49.1% | -25.4% |
| 3Y | -12.7% | +116.3% | -129.1% | -44.7% |
| 5Y | -69.3% | +28.2% | -97.4% | -77.7% |
| 10Y | -73.0% | -3.4% | -69.6% | -83.4% |
| All | -66.1% | +117.4% | -183.5% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling