-77.8%
JBLU vs PR
+169.5%
-247.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -3.5% | +2.9% | -6.4% | -3.9% |
| 30D | -27.2% | +18.0% | -45.2% | -29.0% |
| 3M | -4.3% | +16.9% | -21.2% | -7.0% |
| 6M | -8.3% | +28.2% | -36.5% | -12.7% |
| YTD | +1.8% | +69.3% | -67.6% | -7.2% |
| 1Y | -9.0% | +69.5% | -78.5% | -17.2% |
| 3Y | -21.9% | +81.7% | -103.6% | -30.2% |
| 5Y | -69.0% | +422.2% | -491.3% | -76.6% |
| 10Y | -70.8% | +110.4% | -181.2% | -80.7% |
| All | -77.8% | +169.5% | -247.3% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling