+2,997.7%
TPR vs JBLU
-65.7%
+3,063.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +1.2% |
| 7D | -1.1% | +9.2% | -10.3% | -4.2% |
| 30D | +15.1% | +13.7% | +1.4% | +8.1% |
| 3M | -13.4% | -34.1% | +20.7% | -3.0% |
| 6M | +1.4% | -19.5% | +20.8% | +4.1% |
| YTD | +4.8% | -16.3% | +21.0% | +3.0% |
| 1Y | +29.2% | -13.4% | +42.6% | +25.2% |
| 3Y | +403.7% | -1.6% | +405.2% | +291.2% |
| 5Y | +230.8% | -74.9% | +305.7% | +306.3% |
| 10Y | +369.2% | -80.2% | +449.4% | +473.7% |
| All | +2,997.7% | -65.7% | +3,063.5% | +1,994.2% |
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