-13.4%
JBLU vs PL
+10.1%
-23.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.2% | -4.9% |
| 7D | +9.2% | +22.3% | -13.1% | +7.3% |
| 30D | +13.7% | -8.3% | +22.0% | +14.2% |
| 3M | -34.1% | -43.3% | +9.2% | -32.4% |
| 6M | -19.5% | -65.8% | +46.4% | -15.9% |
| YTD | -16.3% | -29.5% | +13.2% | -12.3% |
| 1Y | -13.4% | +11.7% | -25.1% | -6.6% |
| All | -13.4% | +10.1% | -23.5% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling