+98.3%
USB vs JBLU
-21.7%
+119.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.4% | -3.5% | +5.0% | +2.0% |
| 30D | -1.3% | -27.2% | +25.9% | +3.3% |
| 3M | +15.2% | -4.3% | +19.6% | +15.1% |
| 6M | +18.8% | -8.3% | +27.1% | +18.3% |
| YTD | +21.0% | +1.8% | +19.3% | +18.0% |
| 1Y | +34.0% | -9.0% | +43.1% | +32.5% |
| All | +98.3% | -21.7% | +119.9% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling