+496.8%
USB vs JBLU
-67.0%
+563.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.9% |
| 7D | 0.0% | +28.8% | -28.8% | -6.8% |
| 30D | +5.8% | -7.6% | +13.4% | +6.2% |
| 3M | -6.0% | -40.7% | +34.8% | +5.9% |
| 6M | +7.8% | -27.2% | +34.9% | +13.1% |
| YTD | +14.6% | -19.3% | +33.9% | +13.9% |
| 1Y | +31.8% | -13.6% | +45.4% | +28.3% |
| 3Y | +91.5% | -14.7% | +106.2% | +61.1% |
| 5Y | +22.0% | -77.2% | +99.3% | +44.6% |
| 10Y | +96.1% | -78.4% | +174.5% | +113.0% |
| All | +496.8% | -67.0% | +563.8% | +268.3% |
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