-78.0%
PATH vs JBLU
-75.7%
-2.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.1% | -16.7% |
| 7D | -16.3% | -3.5% | -12.8% | -15.6% |
| 30D | +9.9% | -27.2% | +37.1% | +18.5% |
| 3M | +30.2% | -4.3% | +34.5% | +30.1% |
| 6M | +37.2% | -8.3% | +45.5% | +35.3% |
| YTD | -7.3% | +1.8% | -9.1% | -12.4% |
| 1Y | +40.0% | -9.0% | +49.0% | +36.0% |
| 3Y | -4.4% | -21.9% | +17.5% | -23.3% |
| 5Y | -76.0% | -69.0% | -7.0% | -70.7% |
| All | -78.0% | -75.7% | -2.2% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling