-12.7%
JBLU vs QSR
+23.8%
-36.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.5% | +6.5% | +9.2% |
| 7D | +24.9% | +5.2% | +19.7% | +21.8% |
| 30D | -12.3% | +12.2% | -24.5% | -17.2% |
| 3M | -44.5% | +7.0% | -51.5% | -46.4% |
| 6M | -25.7% | -0.3% | -25.4% | -26.3% |
| YTD | -21.8% | +18.0% | -39.8% | -29.1% |
| 1Y | -12.7% | +22.6% | -35.4% | -23.5% |
| All | -12.7% | +23.8% | -36.6% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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