-81.7%
JBLU vs PL
+40.9%
-122.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +2.5% | +10.0% | -7.6% | +0.7% |
| 30D | +24.9% | -2.3% | +27.2% | +25.2% |
| 3M | -35.2% | -44.2% | +9.0% | -28.6% |
| 6M | -20.0% | -66.1% | +46.1% | -5.9% |
| YTD | -17.4% | -30.0% | +12.6% | -18.1% |
| 1Y | -13.0% | +21.0% | -34.0% | -23.9% |
| 3Y | -5.3% | +516.5% | -521.8% | -50.2% |
| 5Y | -75.2% | +32.0% | -107.2% | -84.5% |
| All | -81.7% | +40.9% | -122.6% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling