-12.7%
JBLU vs XPO
+38.8%
-51.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.6% | +13.6% | +12.8% |
| 7D | +24.9% | +3.5% | +21.4% | +22.2% |
| 30D | -12.3% | +2.8% | -15.2% | -13.8% |
| 3M | -44.5% | -7.5% | -37.0% | -42.2% |
| 6M | -25.7% | -5.9% | -19.7% | -24.7% |
| YTD | -21.8% | +38.4% | -60.1% | -38.1% |
| 1Y | -12.7% | +33.7% | -46.4% | -29.9% |
| All | -12.7% | +38.8% | -51.5% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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