+6.0%
JBLU vs SPXU
-100.0%
+106.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +1.1% |
| 7D | -4.8% | +6.4% | -11.1% | -2.1% |
| 30D | -24.4% | +5.9% | -30.4% | -22.2% |
| 3M | -4.8% | -11.7% | +6.9% | -8.4% |
| 6M | -0.5% | -28.7% | +28.2% | -10.6% |
| YTD | -3.5% | -26.4% | +22.8% | -11.4% |
| 1Y | -13.6% | -35.2% | +21.6% | -24.2% |
| 3Y | -15.3% | -79.8% | +64.6% | -47.4% |
| 5Y | -70.1% | -86.1% | +16.0% | -80.1% |
| 10Y | -72.9% | -99.5% | +26.6% | -93.3% |
| All | +6.0% | -100.0% | +106.0% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling