-73.8%
JBLU vs PR
+87.0%
-160.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -24.4% | +10.4% | -34.9% | -25.6% |
| 3M | -4.8% | +21.1% | -25.9% | -7.9% |
| 6M | -0.5% | +28.8% | -29.2% | -5.3% |
| YTD | -3.5% | +71.8% | -75.3% | -12.2% |
| 1Y | -13.6% | +73.3% | -86.9% | -21.6% |
| 3Y | -15.3% | +85.9% | -101.1% | -24.5% |
| 5Y | -70.1% | +421.8% | -491.9% | -77.5% |
| All | -73.8% | +87.0% | -160.8% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling