-3.7%
JBLU vs XYL
+456.4%
-460.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -5.0% | +1.2% | -6.2% | -5.8% |
| 30D | -23.9% | -11.9% | -11.9% | -17.4% |
| 3M | -11.6% | -1.5% | -10.1% | -10.9% |
| 6M | -0.2% | -11.9% | +11.7% | +8.2% |
| YTD | -3.3% | -20.6% | +17.3% | +12.2% |
| 1Y | -15.4% | -23.5% | +8.1% | +0.5% |
| 3Y | -14.7% | +14.9% | -29.6% | -22.1% |
| 5Y | -70.0% | -15.3% | -54.7% | -67.8% |
| 10Y | -72.9% | +148.6% | -221.5% | -83.9% |
| All | -3.7% | +456.4% | -460.1% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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