+1,218.2%
O vs JBLU
-59.3%
+1,277.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | -2.0% | -25.5% | +23.6% | +3.7% |
| 3M | +3.0% | -5.0% | +8.0% | +2.8% |
| 6M | -3.6% | +0.7% | -4.3% | -6.4% |
| YTD | +12.1% | -0.7% | +12.7% | +7.8% |
| 1Y | +8.9% | -12.7% | +21.6% | +7.0% |
| 3Y | +30.3% | -12.7% | +43.1% | +11.9% |
| 5Y | +13.7% | -69.3% | +83.0% | +19.3% |
| 10Y | +50.3% | -73.0% | +123.3% | +46.0% |
| All | +1,218.2% | -59.3% | +1,277.5% | +700.0% |
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