+25.0%
USB vs JBLU
-73.9%
+98.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.5% | +12.9% | -13.5% | -2.8% |
| 30D | +5.7% | +11.0% | -5.3% | +2.7% |
| 3M | -4.7% | -30.8% | +26.1% | +1.1% |
| 6M | +13.4% | -19.0% | +32.4% | +15.5% |
| YTD | +17.0% | -11.6% | +28.6% | +15.0% |
| 1Y | +32.4% | -7.4% | +39.7% | +28.7% |
| 3Y | +101.7% | +3.9% | +97.8% | +63.5% |
| All | +25.0% | -73.9% | +98.9% | +45.0% |
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