-12.7%
JBLU vs REPL
+125.1%
-137.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.8% | +11.9% |
| 7D | +24.9% | +28.8% | -3.9% | +24.8% |
| 30D | -12.3% | +57.3% | -69.7% | -12.5% |
| 3M | -44.5% | +73.6% | -118.0% | -44.5% |
| 6M | -25.7% | +582.8% | -608.5% | -27.3% |
| YTD | -21.8% | +112.9% | -134.6% | -24.9% |
| 1Y | -12.7% | +130.7% | -143.4% | -16.4% |
| All | -12.7% | +125.1% | -137.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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