+250.1%
SPOT vs JBLU
-77.8%
+327.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.9% | -4.8% | -2.1% | -6.2% |
| 30D | +4.1% | -24.4% | +28.6% | +8.4% |
| 3M | +3.7% | -4.8% | +8.5% | +3.6% |
| 6M | -1.6% | -0.5% | -1.2% | -3.4% |
| YTD | -10.2% | -3.5% | -6.6% | -12.4% |
| 1Y | -25.9% | -13.6% | -12.3% | -26.8% |
| 3Y | +235.6% | -15.3% | +250.8% | +196.0% |
| 5Y | +110.6% | -70.1% | +180.7% | +125.6% |
| All | +250.1% | -77.8% | +327.9% | +273.1% |
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