-81.9%
JBLU vs PR
+167.7%
-249.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | +2.5% | +6.0% | -3.5% | +1.7% |
| 30D | +24.9% | -4.2% | +29.1% | +25.1% |
| 3M | -35.2% | +10.0% | -45.1% | -36.5% |
| 6M | -20.0% | +15.6% | -35.6% | -22.7% |
| YTD | -17.4% | +68.2% | -85.5% | -25.0% |
| 1Y | -13.0% | +79.2% | -92.2% | -21.8% |
| 3Y | -5.3% | +94.9% | -100.2% | -16.4% |
| 5Y | -75.2% | +272.8% | -348.0% | -80.6% |
| 10Y | -80.5% | +84.6% | -165.1% | -87.0% |
| All | -81.9% | +167.7% | -249.6% | -87.9% |
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