+227.9%
TPR vs JBLU
-74.1%
+302.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +6.4% | +12.9% | -6.5% | +2.9% |
| 30D | +13.8% | +11.0% | +2.7% | +9.2% |
| 3M | -16.6% | -30.8% | +14.2% | -9.4% |
| 6M | +0.7% | -19.0% | +19.6% | +3.1% |
| YTD | +5.3% | -11.6% | +17.0% | +2.9% |
| 1Y | +32.4% | -7.4% | +39.7% | +27.1% |
| 3Y | +406.4% | +3.9% | +402.5% | +276.5% |
| 5Y | +227.9% | -73.9% | +301.8% | +364.0% |
| All | +227.9% | -74.1% | +302.0% | +364.0% |
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