-12.7%
JBLU vs Z
-54.2%
+41.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.4% | +2.5% | +9.1% |
| 7D | +24.9% | +10.2% | +14.7% | +21.6% |
| 30D | -12.3% | +23.7% | -36.0% | -18.2% |
| 3M | -44.5% | -6.6% | -37.9% | -43.7% |
| 6M | -25.7% | -23.0% | -2.7% | -22.0% |
| YTD | -21.8% | -50.3% | +28.5% | -11.4% |
| 1Y | -12.7% | -53.6% | +40.8% | +0.1% |
| All | -12.7% | -54.2% | +41.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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