-23.7%
PATH vs JBLU
+5.0%
-28.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -2.7% | +12.9% | -15.7% | -4.2% |
| 30D | -1.4% | +11.0% | -12.4% | -3.0% |
| 3M | -16.4% | -30.8% | +14.4% | -12.9% |
| 6M | +23.3% | -19.0% | +42.2% | +25.3% |
| YTD | -19.8% | -11.6% | -8.2% | -20.6% |
| 1Y | -8.6% | -7.4% | -1.2% | -10.0% |
| All | -23.7% | +5.0% | -28.7% | -38.4% |
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 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