-70.7%
JBLU vs S
-69.2%
-1.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.0% |
| 3M | -11.6% | +33.8% | -45.5% | -18.1% |
| 6M | -0.2% | +39.5% | -39.7% | -9.3% |
| YTD | -3.3% | +31.7% | -35.0% | -11.5% |
| 1Y | -15.4% | +7.0% | -22.4% | -19.0% |
| 3Y | -14.7% | +11.8% | -26.5% | -23.0% |
| All | -70.7% | -69.2% | -1.5% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling