+5.6%
META vs JBLU
-14.2%
+19.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | +5.2% | +2.5% | +2.7% | +4.8% |
| 30D | -13.0% | +24.9% | -37.9% | -15.9% |
| 3M | +7.9% | -35.2% | +43.1% | +15.2% |
| 6M | +4.2% | -20.0% | +24.2% | +6.8% |
| YTD | -2.5% | -17.4% | +14.8% | -3.4% |
| 1Y | +5.6% | -13.0% | +18.5% | +3.7% |
| All | +5.6% | -14.2% | +19.7% | +3.7% |
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