+590.9%
JPM vs JBLU
-72.4%
+663.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -0.7% | -5.0% | +4.3% | +0.4% |
| 30D | -2.5% | -23.9% | +21.4% | +3.3% |
| 3M | +14.1% | -11.6% | +25.8% | +15.8% |
| 6M | +25.1% | -0.2% | +25.3% | +21.4% |
| YTD | +12.1% | -3.3% | +15.4% | +8.5% |
| 1Y | +18.8% | -15.4% | +34.2% | +17.8% |
| 3Y | +163.4% | -14.7% | +178.1% | +124.3% |
| 5Y | +156.5% | -70.0% | +226.6% | +187.7% |
| All | +590.9% | -72.4% | +663.2% | +602.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling