-35.7%
U vs JBLU
-65.6%
+29.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +5.5% | -5.0% | +10.5% | +7.4% |
| 30D | -1.3% | -23.9% | +22.6% | +8.4% |
| 3M | +64.6% | -11.6% | +76.2% | +69.4% |
| 6M | +119.4% | -0.2% | +119.6% | +108.8% |
| YTD | -0.5% | -3.3% | +2.8% | -6.4% |
| 1Y | +1.3% | -15.4% | +16.7% | +0.1% |
| 3Y | +15.6% | -14.7% | +30.4% | -11.2% |
| 5Y | -67.5% | -70.0% | +2.6% | -60.9% |
| All | -35.7% | -65.6% | +29.9% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling