-73.8%
JBLU vs SPY
+322.5%
-396.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.9% |
| 7D | -5.0% | -0.8% | -4.2% | -3.9% |
| 30D | -23.9% | -1.1% | -22.8% | -22.7% |
| 3M | -11.6% | +3.9% | -15.5% | -15.7% |
| 6M | -0.2% | +13.6% | -13.8% | -14.6% |
| YTD | -3.3% | +12.7% | -16.0% | -16.2% |
| 1Y | -15.4% | +17.5% | -32.9% | -30.7% |
| 3Y | -14.7% | +76.9% | -91.6% | -57.8% |
| 5Y | -70.0% | +83.6% | -153.6% | -85.5% |
| All | -73.8% | +322.5% | -396.2% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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