-60.6%
JBLU vs QS
-47.4%
-13.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -4.8% | -5.0% | +0.2% | -4.1% |
| 30D | -24.4% | -18.3% | -6.1% | -22.4% |
| 3M | -4.8% | -26.0% | +21.2% | -1.3% |
| 6M | -0.5% | -24.0% | +23.6% | +2.5% |
| YTD | -3.5% | -50.3% | +46.8% | +4.2% |
| 1Y | -13.6% | -38.0% | +24.4% | -10.9% |
| 3Y | -15.3% | -24.6% | +9.3% | -21.0% |
| 5Y | -70.1% | -75.4% | +5.3% | -70.8% |
| All | -60.6% | -47.4% | -13.1% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling