+3.4%
JBLU vs PL
+570.0%
-566.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +25.8% | +5.6% | +20.2% | +24.4% |
| 30D | +4.2% | -16.9% | +21.1% | +6.9% |
| 3M | -29.1% | -38.2% | +9.1% | -24.3% |
| 6M | -21.7% | -63.4% | +41.7% | -11.5% |
| YTD | -12.1% | -27.6% | +15.5% | -13.3% |
| 1Y | -9.3% | +6.6% | -15.9% | -17.4% |
| 3Y | +3.4% | +557.6% | -554.2% | -46.5% |
| All | +3.4% | +570.0% | -566.6% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling