-12.7%
JBLU vs PR
+87.5%
-100.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -6.5% | +18.5% | +7.0% |
| 7D | +24.9% | -12.1% | +37.0% | +14.7% |
| 30D | -12.3% | +0.9% | -13.2% | -11.2% |
| 3M | -44.5% | +10.1% | -54.6% | -39.5% |
| 6M | -25.7% | +1.1% | -26.8% | -18.7% |
| YTD | -21.8% | +63.7% | -85.4% | -10.8% |
| 1Y | -12.7% | +87.0% | -99.8% | +2.6% |
| All | -12.7% | +87.5% | -100.2% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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