-81.4%
PATH vs JBLU
-79.0%
-2.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -2.3% | +25.8% | -28.1% | -7.7% |
| 30D | -4.8% | +4.2% | -9.0% | -7.0% |
| 3M | -17.7% | -29.1% | +11.4% | -11.6% |
| 6M | +18.9% | -21.7% | +40.6% | +22.9% |
| YTD | -21.7% | -12.1% | -9.6% | -24.2% |
| 1Y | -9.6% | -9.3% | -0.4% | -13.4% |
| 3Y | -25.8% | +3.4% | -29.2% | -51.2% |
| 5Y | -77.1% | -74.2% | -2.9% | -70.7% |
| All | -81.4% | -79.0% | -2.4% | -73.0% |
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 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