-74.9%
JBLU vs RF
+45.4%
-120.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -4.9% |
| 7D | +9.2% | +0.4% | +8.8% | +8.9% |
| 30D | +13.7% | +5.6% | +8.2% | +9.0% |
| 3M | -34.1% | -8.9% | -25.2% | -28.8% |
| 6M | -19.5% | +7.1% | -26.5% | -23.5% |
| YTD | -16.3% | +8.3% | -24.6% | -21.0% |
| 1Y | -13.4% | +16.8% | -30.2% | -23.1% |
| 3Y | -1.6% | +115.0% | -116.6% | -44.2% |
| 5Y | -74.9% | +46.4% | -121.3% | -81.4% |
| All | -74.9% | +45.4% | -120.2% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling