-70.7%
JBLU vs XPO
+261.3%
-332.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -5.0% | -5.7% | +0.7% | -2.4% |
| 30D | -23.9% | -12.8% | -11.1% | -19.0% |
| 3M | -11.6% | -20.0% | +8.3% | -2.9% |
| 6M | -0.2% | -6.0% | +5.8% | +1.9% |
| YTD | -3.3% | +34.0% | -37.3% | -16.0% |
| 1Y | -15.4% | +35.6% | -50.9% | -27.5% |
| 3Y | -14.7% | +152.3% | -167.0% | -48.8% |
| All | -70.7% | +261.3% | -332.0% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling