+1,952.3%
JPM vs JBLU
-60.6%
+2,012.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.3% |
| 7D | -0.4% | -5.6% | +5.2% | +1.3% |
| 30D | -1.4% | -22.3% | +20.9% | +5.9% |
| 3M | +13.9% | -11.0% | +24.9% | +15.7% |
| 6M | +23.5% | -3.1% | +26.6% | +19.5% |
| YTD | +11.6% | -3.7% | +15.4% | +6.8% |
| 1Y | +21.4% | -14.8% | +36.2% | +19.3% |
| 3Y | +163.4% | -15.4% | +178.9% | +115.4% |
| 5Y | +152.5% | -71.4% | +223.9% | +181.6% |
| 10Y | +592.1% | -73.0% | +665.1% | +588.3% |
| All | +1,952.3% | -60.6% | +2,012.9% | +960.9% |
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 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