-73.8%
JBLU vs TROW
+130.0%
-203.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | -5.0% | -3.2% | -1.8% | -2.8% |
| 30D | -23.9% | -4.6% | -19.3% | -21.4% |
| 3M | -11.6% | -0.7% | -11.0% | -11.6% |
| 6M | -0.2% | +22.2% | -22.4% | -13.4% |
| YTD | -3.3% | +6.6% | -9.9% | -8.4% |
| 1Y | -15.4% | +5.8% | -21.2% | -19.4% |
| 3Y | -14.7% | +11.6% | -26.3% | -21.7% |
| 5Y | -70.0% | -38.9% | -31.1% | -61.1% |
| All | -73.8% | +130.0% | -203.8% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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