-14.7%
JBLU vs ROKU
+83.2%
-97.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.0% | -0.4% | -4.5% | -4.8% |
| 30D | -23.9% | +2.1% | -25.9% | -24.4% |
| 3M | -11.6% | +29.5% | -41.1% | -19.4% |
| 6M | -0.2% | +53.8% | -54.0% | -13.8% |
| YTD | -3.3% | +42.8% | -46.1% | -15.1% |
| 1Y | -15.4% | +60.7% | -76.1% | -28.8% |
| 3Y | -14.7% | +83.9% | -98.6% | -27.9% |
| All | -14.7% | +83.2% | -97.9% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling