+1,890.4%
MAR vs JBLU
-60.6%
+1,951.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.8% |
| 7D | -0.5% | -5.6% | +5.1% | +1.3% |
| 30D | -4.7% | -22.3% | +17.7% | +2.6% |
| 3M | -15.6% | -11.0% | -4.6% | -14.1% |
| 6M | +1.2% | -3.1% | +4.3% | -1.5% |
| YTD | +7.5% | -3.7% | +11.2% | +3.3% |
| 1Y | +26.6% | -14.8% | +41.4% | +25.4% |
| 3Y | +66.0% | -15.4% | +81.4% | +37.0% |
| 5Y | +154.1% | -71.4% | +225.5% | +193.3% |
| 10Y | +441.9% | -73.0% | +514.9% | +490.0% |
| All | +1,890.4% | -60.6% | +1,951.0% | +1,230.0% |
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