+50.7%
O vs JBLU
-72.4%
+123.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.9% | -5.0% | +2.1% | -2.1% |
| 30D | -4.5% | -23.9% | +19.4% | -0.7% |
| 3M | -2.6% | -11.6% | +9.0% | -1.6% |
| 6M | -5.6% | -0.2% | -5.4% | -7.6% |
| YTD | +9.3% | -3.3% | +12.6% | +6.5% |
| 1Y | +4.3% | -15.4% | +19.7% | +3.5% |
| 3Y | +27.4% | -14.7% | +42.2% | +11.8% |
| 5Y | +17.1% | -70.0% | +87.1% | +26.5% |
| All | +50.7% | -72.4% | +123.1% | +35.5% |
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