-81.2%
PATH vs JBLU
-80.8%
-0.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.2% | -1.3% |
| 7D | -5.3% | +28.8% | -34.1% | -11.2% |
| 30D | -0.5% | -7.6% | +7.0% | +0.1% |
| 3M | -7.1% | -40.7% | +33.6% | +4.1% |
| 6M | +23.8% | -27.2% | +51.0% | +30.2% |
| YTD | -20.7% | -19.3% | -1.3% | -21.6% |
| 1Y | -8.1% | -13.6% | +5.6% | -11.0% |
| 3Y | -21.8% | -14.7% | -7.2% | -44.4% |
| 5Y | -76.8% | -77.2% | +0.4% | -69.5% |
| All | -81.2% | -80.8% | -0.4% | -72.1% |
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