-67.0%
JBLU vs ZBRA
+1,359.9%
-1,426.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | -5.0% | -3.4% | -1.6% | -3.4% |
| 30D | -23.9% | -7.4% | -16.5% | -21.1% |
| 3M | -11.6% | +57.5% | -69.2% | -29.6% |
| 6M | -0.2% | +64.0% | -64.2% | -22.7% |
| YTD | -3.3% | +44.3% | -47.6% | -21.4% |
| 1Y | -15.4% | +10.9% | -26.3% | -22.2% |
| 3Y | -14.7% | +37.5% | -52.3% | -30.7% |
| 5Y | -70.0% | -39.7% | -30.4% | -66.0% |
| 10Y | -72.9% | +429.9% | -502.8% | -89.2% |
| All | -67.0% | +1,359.9% | -1,426.9% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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