+54.3%
JD vs JBLU
-48.1%
+102.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | -1.7% | -3.5% | +1.9% | -1.1% |
| 30D | -13.2% | -27.2% | +14.0% | -8.5% |
| 3M | -3.2% | -4.3% | +1.2% | -3.5% |
| 6M | +15.2% | -8.3% | +23.5% | +14.5% |
| YTD | +2.0% | +1.8% | +0.2% | -1.5% |
| 1Y | -5.4% | -9.0% | +3.7% | -7.1% |
| 3Y | -9.1% | -21.9% | +12.8% | -17.2% |
| 5Y | -59.6% | -69.0% | +9.4% | -57.2% |
| 10Y | +26.2% | -70.8% | +97.0% | +24.3% |
| All | +54.3% | -48.1% | +102.4% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling