-81.4%
JBLU vs Z
+16.2%
-97.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -5.6% | -7.1% | +1.5% | -3.8% |
| 30D | -22.3% | -4.8% | -17.6% | -21.5% |
| 3M | -11.0% | -9.3% | -1.6% | -8.9% |
| 6M | -3.1% | -29.0% | +25.9% | +5.3% |
| YTD | -3.7% | -52.9% | +49.2% | +15.5% |
| 1Y | -14.8% | -63.1% | +48.4% | +8.8% |
| 3Y | -15.4% | -36.9% | +21.4% | -8.7% |
| 5Y | -71.4% | -65.5% | -5.9% | -67.2% |
| 10Y | -73.0% | -3.9% | -69.1% | -78.6% |
| All | -81.4% | +16.2% | -97.7% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling