-15.1%
JBLU vs P
+144.8%
-159.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.4% |
| 7D | -5.6% | +5.0% | -10.6% | -6.5% |
| 30D | -22.3% | -0.9% | -21.4% | -22.5% |
| 3M | -11.0% | +38.7% | -49.6% | -17.1% |
| 6M | -3.1% | +54.4% | -57.5% | -12.8% |
| YTD | -3.7% | +44.8% | -48.6% | -13.2% |
| 1Y | -14.8% | +22.5% | -37.3% | -22.5% |
| All | -15.1% | +144.8% | -159.9% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling