+16.1%
JPM vs JBLU
-12.5%
+28.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.9% | -7.8% | +3.0% |
| 7D | +3.8% | +24.9% | -21.1% | +1.6% |
| 30D | +6.5% | -12.3% | +18.8% | +7.8% |
| 3M | -1.0% | -44.5% | +43.4% | +5.0% |
| 6M | +15.5% | -25.7% | +41.2% | +17.6% |
| YTD | +11.4% | -21.8% | +33.1% | +10.1% |
| 1Y | +16.1% | -12.7% | +28.8% | +8.9% |
| All | +16.1% | -12.5% | +28.6% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling