-37.5%
U vs JBLU
-64.7%
+27.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.5% |
| 7D | +4.5% | +1.1% | +3.4% | +4.0% |
| 30D | -0.6% | -25.5% | +25.0% | +9.9% |
| 3M | +48.4% | -5.0% | +53.5% | +48.7% |
| 6M | +115.4% | +0.7% | +114.7% | +104.6% |
| YTD | -3.2% | -0.7% | -2.6% | -9.8% |
| 1Y | -6.0% | -12.7% | +6.7% | -8.2% |
| 3Y | +13.5% | -12.7% | +26.2% | -13.5% |
| 5Y | -68.0% | -69.3% | +1.3% | -61.9% |
| All | -37.5% | -64.7% | +27.2% | -22.1% |
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 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