-9.0%
JBLU vs ROKU
+57.7%
-66.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.0% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | -27.2% | +5.9% | -33.1% | -28.6% |
| 3M | -4.3% | +23.9% | -28.2% | -11.4% |
| 6M | -8.3% | +59.6% | -67.9% | -22.6% |
| YTD | +1.8% | +43.4% | -41.7% | -11.4% |
| 1Y | -9.0% | +60.2% | -69.2% | -24.8% |
| All | -9.0% | +57.7% | -66.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling