-70.1%
JBLU vs REPL
-58.5%
-11.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.4% | +8.6% | +0.5% |
| 7D | -4.8% | -13.4% | +8.6% | -4.3% |
| 30D | -24.4% | -3.0% | -21.4% | -24.4% |
| 3M | -4.8% | +56.3% | -61.1% | -8.0% |
| 6M | -0.5% | +60.9% | -61.3% | -8.2% |
| YTD | -3.5% | +36.2% | -39.7% | -10.5% |
| 1Y | -13.6% | +121.0% | -134.6% | -24.6% |
| 3Y | -15.3% | -32.8% | +17.6% | -28.0% |
| 5Y | -70.1% | -58.7% | -11.4% | -74.4% |
| All | -70.1% | -58.5% | -11.6% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling