-9.0%
JBLU vs REPL
+161.1%
-170.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.4% |
| 7D | -3.5% | -3.0% | -0.6% | -3.6% |
| 30D | -27.2% | +27.1% | -54.3% | -27.1% |
| 3M | -4.3% | +52.4% | -56.7% | -3.6% |
| 6M | -8.3% | +107.4% | -115.8% | -9.3% |
| YTD | +1.8% | +54.7% | -53.0% | +0.5% |
| 1Y | -9.0% | +158.9% | -167.9% | -10.5% |
| All | -9.0% | +161.1% | -170.1% | -10.5% |
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