+68.3%
T vs JBLU
-71.4%
+139.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.4% | -4.8% | +2.3% | -2.2% |
| 30D | +4.3% | -24.4% | +28.7% | +5.7% |
| 3M | +11.6% | -4.8% | +16.3% | +11.5% |
| 6M | -5.6% | -0.5% | -5.1% | -6.2% |
| YTD | +6.6% | -3.5% | +10.1% | +5.6% |
| 1Y | -8.4% | -13.6% | +5.2% | -8.8% |
| 3Y | +107.8% | -15.3% | +123.1% | +93.0% |
| 5Y | +68.3% | -70.1% | +138.4% | +78.6% |
| All | +68.3% | -71.4% | +139.7% | +78.6% |
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