-12.7%
JBLU vs QS
-71.4%
+58.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.5% | +4.4% | +9.1% |
| 7D | +24.9% | +4.5% | +20.4% | +23.0% |
| 30D | -12.3% | -4.1% | -8.2% | -11.1% |
| 3M | -44.5% | -22.1% | -22.3% | -40.3% |
| 6M | -25.7% | -38.4% | +12.7% | -16.5% |
| YTD | -21.8% | -57.5% | +35.7% | -5.3% |
| 1Y | -12.7% | -71.3% | +58.6% | +18.0% |
| All | -12.7% | -71.4% | +58.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling