-75.5%
JBLU vs P
+279.3%
-354.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | +2.5% | +11.6% | -9.2% | -0.1% |
| 30D | +24.9% | -23.7% | +48.6% | +31.6% |
| 3M | -35.2% | -8.0% | -27.2% | -35.0% |
| 6M | -20.0% | +27.9% | -47.9% | -27.2% |
| YTD | -17.4% | +61.2% | -78.5% | -30.5% |
| 1Y | -13.0% | +28.6% | -41.6% | -24.1% |
| 3Y | -5.3% | +200.5% | -205.8% | -43.6% |
| All | -75.5% | +279.3% | -354.8% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling