-61.6%
JD vs JBLU
-70.1%
+8.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.9% |
| 7D | -3.0% | -5.6% | +2.6% | -1.9% |
| 30D | -19.3% | -22.3% | +3.0% | -15.5% |
| 3M | -6.0% | -11.0% | +5.0% | -5.1% |
| 6M | +1.8% | -3.1% | +4.9% | -0.1% |
| YTD | -2.6% | -3.7% | +1.2% | -5.6% |
| 1Y | -17.4% | -14.8% | -2.7% | -18.3% |
| 3Y | -8.6% | -15.4% | +6.8% | -24.4% |
| 5Y | -61.6% | -71.4% | +9.8% | -55.7% |
| All | -61.6% | -70.1% | +8.5% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling