-12.7%
JBLU vs PR
+87.2%
-99.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -25.5% | +17.4% | -42.9% | -27.6% |
| 3M | -5.0% | +21.8% | -26.8% | -9.1% |
| 6M | +0.7% | +27.6% | -26.9% | -7.3% |
| YTD | -0.7% | +71.4% | -72.1% | -18.4% |
| 1Y | -12.7% | +78.3% | -91.1% | -29.8% |
| 3Y | -12.7% | +85.5% | -98.2% | -32.5% |
| All | -12.7% | +87.2% | -99.9% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling