-81.8%
JBLU vs P
+485.4%
-567.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | -3.5% | +6.5% | -10.1% | -5.1% |
| 30D | -27.2% | +18.8% | -46.0% | -30.9% |
| 3M | -4.3% | +26.7% | -31.1% | -11.6% |
| 6M | -8.3% | +62.2% | -70.5% | -21.5% |
| YTD | +1.8% | +48.5% | -46.7% | -12.1% |
| 1Y | -9.0% | +26.4% | -35.4% | -20.2% |
| 3Y | -21.9% | +159.4% | -181.3% | -48.2% |
| 5Y | -69.0% | +275.8% | -344.8% | -82.0% |
| 10Y | -70.8% | +732.0% | -802.8% | -86.9% |
| All | -81.8% | +485.4% | -567.2% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling