-79.2%
JBLU vs TRU
+228.8%
-308.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.3% |
| 7D | -5.0% | -2.7% | -2.2% | -3.4% |
| 30D | -23.9% | -2.0% | -21.8% | -23.3% |
| 3M | -11.6% | +18.4% | -30.1% | -20.7% |
| 6M | -0.2% | +8.9% | -9.1% | -6.0% |
| YTD | -3.3% | -8.9% | +5.6% | -0.4% |
| 1Y | -15.4% | -15.9% | +0.5% | -9.3% |
| 3Y | -14.7% | -1.1% | -13.6% | -20.5% |
| 5Y | -70.0% | -35.2% | -34.8% | -65.0% |
| 10Y | -72.9% | +145.3% | -218.2% | -82.5% |
| All | -79.2% | +228.8% | -308.0% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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