-14.9%
JBLU vs S
+15.8%
-30.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -24.4% | -11.8% | -12.6% | -22.3% |
| 3M | -4.8% | +33.9% | -38.7% | -12.5% |
| 6M | -0.5% | +40.1% | -40.6% | -10.7% |
| YTD | -3.5% | +32.1% | -35.6% | -12.7% |
| 1Y | -13.6% | +11.0% | -24.6% | -18.4% |
| All | -14.9% | +15.8% | -30.7% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling