-77.5%
JBLU vs PL
+84.9%
-162.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -3.5% | -9.3% | +5.8% | -2.0% |
| 30D | -27.2% | -18.9% | -8.3% | -24.6% |
| 3M | -4.3% | -58.4% | +54.0% | +8.9% |
| 6M | -8.3% | -30.3% | +22.0% | -6.9% |
| YTD | +1.8% | -8.1% | +9.9% | -3.5% |
| 1Y | -9.0% | +180.5% | -189.5% | -34.5% |
| 3Y | -21.9% | +444.1% | -466.1% | -57.2% |
| 5Y | -69.0% | +83.0% | -152.0% | -81.8% |
| All | -77.5% | +84.9% | -162.4% | -86.9% |
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