-7.2%
JD vs JBLU
-16.1%
+8.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.1% |
| 7D | -3.0% | -5.6% | +2.6% | -2.3% |
| 30D | -19.3% | -22.3% | +3.0% | -17.0% |
| 3M | -6.0% | -11.0% | +5.0% | -5.4% |
| 6M | +1.8% | -3.1% | +4.9% | +0.6% |
| YTD | -2.6% | -3.7% | +1.2% | -4.3% |
| 1Y | -17.4% | -14.8% | -2.7% | -17.9% |
| All | -7.2% | -16.1% | +8.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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