-71.8%
JBLU vs RF
+130.0%
-201.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.8% |
| 7D | +2.5% | +1.9% | +0.5% | +1.7% |
| 30D | +24.9% | +7.3% | +17.6% | +21.5% |
| 3M | -35.2% | -7.9% | -27.3% | -32.9% |
| 6M | -20.0% | +10.5% | -30.5% | -22.9% |
| YTD | -17.4% | +9.6% | -27.0% | -19.9% |
| 1Y | -13.0% | +20.3% | -33.3% | -18.7% |
| 3Y | -5.3% | +119.5% | -124.8% | -29.1% |
| 5Y | -75.2% | +48.2% | -123.4% | -78.4% |
| 10Y | -80.5% | +234.3% | -314.7% | -87.3% |
| All | -71.8% | +130.0% | -201.8% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling