+22.0%
USB vs JBLU
-77.7%
+99.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.4% |
| 7D | 0.0% | +28.8% | -28.8% | -4.7% |
| 30D | +5.8% | -7.6% | +13.4% | +6.4% |
| 3M | -6.0% | -40.7% | +34.8% | +2.7% |
| 6M | +7.8% | -27.2% | +34.9% | +11.9% |
| YTD | +14.6% | -19.3% | +33.9% | +14.6% |
| 1Y | +31.8% | -13.6% | +45.4% | +29.8% |
| 3Y | +91.5% | -14.7% | +106.2% | +63.1% |
| All | +22.0% | -77.7% | +99.8% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling