-71.4%
JBLU vs RF
+88.8%
-160.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.6% |
| 7D | -5.6% | -0.1% | -5.5% | -5.5% |
| 30D | -22.3% | -4.0% | -18.3% | -19.6% |
| 3M | -11.0% | +5.6% | -16.5% | -14.6% |
| 6M | -3.1% | +13.1% | -16.2% | -11.9% |
| YTD | -3.7% | +13.6% | -17.3% | -12.6% |
| 1Y | -14.8% | +16.0% | -30.7% | -24.1% |
| 3Y | -15.4% | +90.2% | -105.6% | -48.1% |
| 5Y | -71.4% | +87.0% | -158.4% | -82.2% |
| All | -71.4% | +88.8% | -160.2% | -82.2% |
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