-14.9%
JBLU vs Z
-39.0%
+24.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.2% |
| 7D | -4.8% | -11.6% | +6.8% | -0.4% |
| 30D | -24.4% | -8.5% | -16.0% | -22.2% |
| 3M | -4.8% | -7.9% | +3.1% | -2.5% |
| 6M | -0.5% | -29.1% | +28.6% | +11.3% |
| YTD | -3.5% | -54.2% | +50.7% | +25.0% |
| 1Y | -13.6% | -63.5% | +50.0% | +21.5% |
| All | -14.9% | -39.0% | +24.0% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling