-81.5%
JBLU vs PL
+41.8%
-123.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.2% | -4.7% |
| 7D | +9.2% | +22.3% | -13.1% | +5.3% |
| 30D | +13.7% | -8.3% | +22.0% | +15.3% |
| 3M | -34.1% | -43.3% | +9.2% | -27.6% |
| 6M | -19.5% | -65.8% | +46.4% | -5.4% |
| YTD | -16.3% | -29.5% | +13.2% | -17.1% |
| 1Y | -13.4% | +11.7% | -25.1% | -23.1% |
| 3Y | -1.6% | +540.6% | -542.1% | -48.7% |
| 5Y | -74.9% | +32.9% | -107.8% | -84.3% |
| All | -81.5% | +41.8% | -123.3% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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