-78.7%
JBLU vs PL
+70.3%
-149.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.7% |
| 7D | -4.8% | -9.0% | +4.3% | -3.2% |
| 30D | -24.4% | -29.6% | +5.1% | -19.9% |
| 3M | -4.8% | -45.7% | +40.9% | +4.4% |
| 6M | -0.5% | -34.3% | +33.8% | +2.0% |
| YTD | -3.5% | -15.4% | +11.8% | -7.3% |
| 1Y | -13.6% | +86.1% | -99.6% | -30.9% |
| 3Y | -15.3% | +509.1% | -524.4% | -54.9% |
| 5Y | -70.1% | +68.3% | -138.4% | -82.2% |
| All | -78.7% | +70.3% | -149.0% | -87.4% |
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