-18.2%
META vs JBLU
-11.7%
-6.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.2% |
| 7D | +6.0% | +1.1% | +4.9% | +5.9% |
| 30D | +3.6% | -25.5% | +29.1% | +7.9% |
| 3M | +4.9% | -5.0% | +9.9% | +4.8% |
| 6M | -4.7% | +0.7% | -5.4% | -6.1% |
| YTD | -6.9% | -0.7% | -6.2% | -9.5% |
| 1Y | -18.2% | -12.7% | -5.4% | -19.6% |
| All | -18.2% | -11.7% | -6.5% | -19.6% |
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 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