-77.2%
JBLU vs REPL
-7.7%
-69.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.3% |
| 7D | +1.1% | -5.7% | +6.9% | +1.5% |
| 30D | -25.5% | +22.5% | -48.0% | -26.5% |
| 3M | -5.0% | +64.7% | -69.7% | -10.5% |
| 6M | +0.7% | +83.0% | -82.4% | -12.1% |
| YTD | -0.7% | +52.0% | -52.6% | -12.3% |
| 1Y | -12.7% | +144.5% | -157.3% | -29.5% |
| 3Y | -12.7% | -25.1% | +12.3% | -33.9% |
| 5Y | -69.3% | -52.9% | -16.4% | -76.1% |
| All | -77.2% | -7.7% | -69.5% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling