-94.7%
OPEN vs JBLU
-75.4%
-19.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.0% |
| 7D | -15.0% | +2.5% | -17.5% | -16.0% |
| 30D | -40.2% | +24.9% | -65.1% | -47.5% |
| 3M | -67.4% | -35.2% | -32.2% | -60.8% |
| 6M | -74.0% | -20.0% | -54.0% | -72.3% |
| YTD | -79.6% | -17.4% | -62.2% | -79.5% |
| 1Y | -86.1% | -13.0% | -73.1% | -86.4% |
| 3Y | -41.4% | -5.3% | -36.1% | -70.3% |
| All | -94.7% | -75.4% | -19.3% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling