-84.3%
OPEN vs JBLU
-70.3%
-14.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -11.4% | -5.0% | -6.5% | -9.3% |
| 30D | -20.1% | -23.9% | +3.8% | -9.1% |
| 3M | -37.6% | -11.6% | -25.9% | -34.2% |
| 6M | -47.1% | -0.2% | -46.8% | -49.3% |
| YTD | -52.1% | -3.3% | -48.8% | -54.3% |
| 1Y | -73.5% | -15.4% | -58.1% | -73.1% |
| 3Y | -24.4% | -14.7% | -9.7% | -51.6% |
| All | -84.3% | -70.3% | -14.0% | -75.4% |
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