-85.4%
JBLU vs XPO
+9,736.1%
-9,821.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -4.8% | -1.3% | -3.4% | -4.5% |
| 30D | -24.4% | -10.4% | -14.1% | -22.8% |
| 3M | -4.8% | -15.7% | +10.9% | -1.7% |
| 6M | -0.5% | -6.3% | +5.9% | +0.8% |
| YTD | -3.5% | +34.2% | -37.7% | -9.0% |
| 1Y | -13.6% | +39.9% | -53.5% | -19.3% |
| 3Y | -15.3% | +155.2% | -170.5% | -30.3% |
| 5Y | -70.1% | +264.7% | -334.8% | -77.3% |
| 10Y | -72.9% | +1,500.1% | -1,573.0% | -83.2% |
| All | -85.4% | +9,736.1% | -9,821.5% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling