+239.1%
TPR vs JBLU
-69.9%
+309.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.4% | -3.1% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | -27.3% | -25.5% | -1.8% | -21.5% |
| 3M | -16.2% | -5.0% | -11.2% | -16.4% |
| 6M | -17.9% | +0.7% | -18.6% | -20.6% |
| YTD | -7.1% | -0.7% | -6.5% | -10.9% |
| 1Y | +13.6% | -12.7% | +26.4% | +12.4% |
| 3Y | +293.7% | -12.7% | +306.5% | +225.0% |
| 5Y | +239.1% | -69.3% | +308.4% | +339.0% |
| All | +239.1% | -69.9% | +309.0% | +339.0% |
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