-7.2%
JBLU vs Q
+78.4%
-85.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.7% |
| 7D | -5.6% | +6.6% | -12.2% | -7.8% |
| 30D | -22.3% | -6.6% | -15.8% | -20.6% |
| 3M | -11.0% | -13.2% | +2.3% | -8.0% |
| 6M | -3.1% | +9.9% | -13.0% | -11.8% |
| YTD | -3.7% | +53.9% | -57.7% | -20.8% |
| All | -7.2% | +78.4% | -85.6% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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