-65.3%
JBLU vs PLUG
-97.9%
+32.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.1% |
| 7D | -3.5% | -0.9% | -2.6% | -3.4% |
| 30D | -27.2% | +3.3% | -30.5% | -27.5% |
| 3M | -4.3% | -39.7% | +35.4% | +0.9% |
| 6M | -8.3% | -12.5% | +4.2% | -8.1% |
| YTD | +1.8% | +10.2% | -8.4% | -1.8% |
| 1Y | -9.0% | +50.7% | -59.7% | -17.1% |
| 3Y | -21.9% | -74.5% | +52.6% | -21.6% |
| 5Y | -69.0% | -91.8% | +22.8% | -66.2% |
| 10Y | -70.8% | +43.7% | -114.5% | -78.9% |
| All | -65.3% | -97.9% | +32.6% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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