+746.4%
TEAM vs JBLU
-83.1%
+829.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.3% |
| 7D | -4.7% | -5.6% | +0.9% | -3.7% |
| 30D | +17.0% | -22.3% | +39.4% | +22.2% |
| 3M | +85.9% | -11.0% | +96.9% | +88.2% |
| 6M | +116.7% | -3.1% | +119.7% | +112.9% |
| YTD | +9.6% | -3.7% | +13.4% | +6.5% |
| 1Y | -2.5% | -14.8% | +12.3% | -3.4% |
| 3Y | -14.0% | -15.4% | +1.5% | -22.2% |
| 5Y | -53.1% | -71.4% | +18.3% | -49.9% |
| 10Y | +502.9% | -73.0% | +575.9% | +503.9% |
| All | +746.4% | -83.1% | +829.5% | +1,036.9% |
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