+433.8%
MAR vs JBLU
-72.4%
+506.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.5% | -5.0% | +4.4% | +1.0% |
| 30D | -5.4% | -23.9% | +18.5% | +2.7% |
| 3M | -15.5% | -11.6% | -3.9% | -13.7% |
| 6M | +3.0% | -0.2% | +3.2% | -1.0% |
| YTD | +8.5% | -3.3% | +11.8% | +3.8% |
| 1Y | +26.0% | -15.4% | +41.3% | +24.7% |
| 3Y | +68.6% | -14.7% | +83.3% | +31.7% |
| 5Y | +157.4% | -70.0% | +227.4% | +206.9% |
| All | +433.8% | -72.4% | +506.2% | +487.8% |
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 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