-73.8%
JBLU vs P
+718.8%
-792.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.9% |
| 7D | -5.0% | -1.3% | -3.6% | -4.7% |
| 30D | -23.9% | -11.9% | -12.0% | -21.7% |
| 3M | -11.6% | +41.6% | -53.2% | -21.1% |
| 6M | -0.2% | +58.1% | -58.4% | -14.9% |
| YTD | -3.3% | +46.5% | -49.8% | -16.9% |
| 1Y | -15.4% | +19.1% | -34.4% | -25.1% |
| 3Y | -14.7% | +150.6% | -165.3% | -44.8% |
| 5Y | -70.0% | +271.8% | -341.8% | -83.4% |
| All | -73.8% | +718.8% | -792.6% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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