+82.0%
SPY vs JBLU
-71.4%
+153.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.0% | -4.8% | +2.8% | -1.4% |
| 30D | -1.7% | -24.4% | +22.8% | +1.8% |
| 3M | +4.7% | -4.8% | +9.5% | +4.7% |
| 6M | +12.5% | -0.5% | +13.0% | +10.9% |
| YTD | +11.7% | -3.5% | +15.2% | +9.8% |
| 1Y | +17.5% | -13.6% | +31.1% | +16.7% |
| 3Y | +76.6% | -15.3% | +91.8% | +59.7% |
| 5Y | +82.0% | -70.1% | +152.1% | +100.5% |
| All | +82.0% | -71.4% | +153.5% | +100.5% |
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