-21.8%
PATH vs JBLU
-17.5%
-4.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.2% | -0.7% |
| 7D | -5.3% | +28.8% | -34.1% | -8.2% |
| 30D | -0.5% | -7.6% | +7.0% | +0.1% |
| 3M | -7.1% | -40.7% | +33.6% | -1.5% |
| 6M | +23.8% | -27.2% | +51.0% | +27.5% |
| YTD | -20.7% | -19.3% | -1.3% | -20.6% |
| 1Y | -8.1% | -13.6% | +5.6% | -8.8% |
| 3Y | -21.8% | -14.7% | -7.2% | -36.7% |
| All | -21.8% | -17.5% | -4.3% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling