+115.3%
SPOT vs JBLU
-70.3%
+185.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.1% |
| 3M | +8.2% | -11.6% | +19.8% | +9.5% |
| 6M | +2.2% | -0.2% | +2.4% | -0.1% |
| YTD | -9.5% | -3.3% | -6.2% | -12.3% |
| 1Y | -23.8% | -15.4% | -8.5% | -24.7% |
| 3Y | +233.5% | -14.7% | +248.2% | +169.0% |
| All | +115.3% | -70.3% | +185.5% | +171.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling