-80.9%
JBLU vs RF
+223.4%
-304.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -2.2% |
| 7D | +2.5% | +1.9% | +0.5% | +1.1% |
| 30D | +24.9% | +7.3% | +17.6% | +18.7% |
| 3M | -35.2% | -7.9% | -27.3% | -31.0% |
| 6M | -20.0% | +10.5% | -30.5% | -25.4% |
| YTD | -17.4% | +9.6% | -27.0% | -22.3% |
| 1Y | -13.0% | +20.3% | -33.3% | -23.6% |
| 3Y | -5.3% | +119.5% | -124.8% | -45.4% |
| 5Y | -75.2% | +48.2% | -123.4% | -81.6% |
| All | -80.9% | +223.4% | -304.3% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling