+702.8%
TWLO vs JBLU
-73.1%
+775.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -3.9% | -4.8% | +0.9% | -2.9% |
| 30D | -9.7% | -24.4% | +14.7% | -4.4% |
| 3M | +11.6% | -4.8% | +16.4% | +11.4% |
| 6M | +84.7% | -0.5% | +85.1% | +79.2% |
| YTD | +62.5% | -3.5% | +66.0% | +56.3% |
| 1Y | +121.7% | -13.6% | +135.3% | +117.6% |
| 3Y | +253.0% | -15.3% | +268.2% | +207.4% |
| 5Y | -32.5% | -70.1% | +37.6% | -26.2% |
| 10Y | +312.7% | -72.9% | +385.7% | +326.2% |
| All | +702.8% | -73.1% | +775.9% | +692.3% |
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