-12.7%
JBLU vs WOLF
-3.0%
-9.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.3% | +11.7% |
| 7D | +24.9% | -14.5% | +39.4% | +27.8% |
| 30D | -12.3% | -32.0% | +19.7% | -7.5% |
| 3M | -44.5% | -15.8% | -28.7% | -43.6% |
| 6M | -25.7% | -36.6% | +10.9% | -23.7% |
| YTD | -21.8% | +30.9% | -52.7% | -31.1% |
| 1Y | -12.7% | +4.1% | -16.8% | -22.8% |
| All | -12.7% | -3.0% | -9.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling