+437.0%
T vs JBLU
-59.3%
+496.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | -1.5% | +1.1% | -2.7% | -1.7% |
| 30D | +7.6% | -25.5% | +33.1% | +11.4% |
| 3M | +15.3% | -5.0% | +20.3% | +15.1% |
| 6M | -8.5% | +0.7% | -9.1% | -10.1% |
| YTD | +6.8% | -0.7% | +7.4% | +4.3% |
| 1Y | -7.2% | -12.7% | +5.5% | -8.3% |
| 3Y | +108.2% | -12.7% | +121.0% | +89.2% |
| 5Y | +66.1% | -69.3% | +135.3% | +72.1% |
| 10Y | +65.3% | -73.0% | +138.3% | +63.0% |
| All | +437.0% | -59.3% | +496.3% | +274.9% |
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