-73.8%
JBLU vs S
-57.1%
-16.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | -23.9% | -11.4% | -12.4% | -22.1% |
| 3M | -11.6% | +33.8% | -45.5% | -17.8% |
| 6M | -0.2% | +39.5% | -39.7% | -8.9% |
| YTD | -3.3% | +31.7% | -35.0% | -11.1% |
| 1Y | -15.4% | +7.0% | -22.4% | -18.9% |
| 3Y | -14.7% | +11.8% | -26.5% | -22.4% |
| 5Y | -70.0% | -69.0% | -1.0% | -70.8% |
| All | -73.8% | -57.1% | -16.7% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling