-73.8%
JBLU vs YUM
+171.3%
-245.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +2.0% |
| 7D | -5.0% | -6.1% | +1.1% | 0.0% |
| 30D | -23.9% | -5.8% | -18.0% | -20.2% |
| 3M | -11.6% | -7.6% | -4.0% | -6.7% |
| 6M | -0.2% | -9.1% | +8.9% | +7.1% |
| YTD | -3.3% | -5.5% | +2.2% | +0.3% |
| 1Y | -15.4% | -3.7% | -11.7% | -14.4% |
| 3Y | -14.7% | +17.8% | -32.5% | -29.4% |
| 5Y | -70.0% | +19.3% | -89.3% | -75.6% |
| All | -73.8% | +171.3% | -245.1% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 10y: compounded portfolio wealth divided by compounded YUM 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…
10y analysis · Full analysis span regression · 6 months rolling