-55.9%
W vs JBLU
-75.4%
+19.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | +0.2% | +2.5% | -2.3% | -1.1% |
| 30D | +6.8% | +24.9% | -18.1% | -6.4% |
| 3M | +10.7% | -35.2% | +45.8% | +33.2% |
| 6M | +86.3% | -20.0% | +106.3% | +101.5% |
| YTD | +11.5% | -17.4% | +28.8% | +14.6% |
| 1Y | +5.1% | -13.0% | +18.1% | +4.5% |
| 3Y | +171.0% | -5.3% | +176.3% | +68.0% |
| All | -55.9% | -75.4% | +19.6% | -29.2% |
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