+109.7%
USB vs JBLU
-71.9%
+181.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.4% | -3.5% | +5.0% | +2.3% |
| 30D | -1.3% | -27.2% | +25.9% | +6.5% |
| 3M | +15.2% | -4.3% | +19.6% | +14.9% |
| 6M | +18.8% | -8.3% | +27.1% | +17.6% |
| YTD | +21.0% | +1.8% | +19.3% | +15.5% |
| 1Y | +34.0% | -9.0% | +43.1% | +30.8% |
| 3Y | +95.3% | -21.9% | +117.2% | +71.3% |
| 5Y | +40.4% | -69.0% | +109.4% | +57.7% |
| All | +109.7% | -71.9% | +181.6% | +120.4% |
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