+252.8%
SPOT vs JBLU
-77.8%
+330.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -3.1% | -5.0% | +1.9% | -2.3% |
| 30D | +7.4% | -23.9% | +31.3% | +11.6% |
| 3M | +8.2% | -11.6% | +19.8% | +9.4% |
| 6M | +2.2% | -0.2% | +2.4% | +0.3% |
| YTD | -9.5% | -3.3% | -6.2% | -11.8% |
| 1Y | -23.8% | -15.4% | -8.5% | -24.5% |
| 3Y | +233.5% | -14.7% | +248.2% | +193.7% |
| 5Y | +112.2% | -70.0% | +182.2% | +127.3% |
| All | +252.8% | -77.8% | +330.6% | +275.8% |
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 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