-71.2%
JBLU vs QSR
+205.8%
-277.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | -5.0% | -4.0% | -1.0% | -2.5% |
| 30D | -23.9% | +2.8% | -26.6% | -25.2% |
| 3M | -11.6% | +5.1% | -16.7% | -14.6% |
| 6M | -0.2% | +8.8% | -9.0% | -5.7% |
| YTD | -3.3% | +14.8% | -18.1% | -12.1% |
| 1Y | -15.4% | +25.7% | -41.1% | -27.4% |
| 3Y | -14.7% | +27.5% | -42.3% | -30.1% |
| 5Y | -70.0% | +41.3% | -111.3% | -77.1% |
| 10Y | -72.9% | +133.8% | -206.7% | -85.0% |
| All | -71.2% | +205.8% | -277.0% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling