-5.3%
PATH vs JBLU
-12.5%
+7.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.9% | -9.1% | +2.0% |
| 7D | -4.8% | +24.9% | -29.7% | -6.5% |
| 30D | +2.7% | -12.3% | +15.0% | +4.5% |
| 3M | -4.2% | -44.5% | +40.3% | +1.7% |
| 6M | +24.7% | -25.7% | +50.4% | +28.7% |
| YTD | -17.6% | -21.8% | +4.2% | -18.8% |
| 1Y | -5.3% | -12.7% | +7.4% | -11.0% |
| All | -5.3% | -12.5% | +7.2% | -11.0% |
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 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