+165.0%
W vs JBLU
-56.5%
+221.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.5% |
| 7D | +6.5% | +1.1% | +5.4% | +5.9% |
| 30D | -6.2% | -25.5% | +19.3% | +5.3% |
| 3M | +48.9% | -5.0% | +53.9% | +51.6% |
| 6M | +31.2% | +0.7% | +30.5% | +29.7% |
| YTD | -0.4% | -0.7% | +0.2% | -2.5% |
| 1Y | +14.8% | -12.7% | +27.6% | +16.4% |
| 3Y | +40.5% | -12.7% | +53.2% | +22.7% |
| 5Y | -62.1% | -69.3% | +7.1% | -50.6% |
| 10Y | +141.5% | -73.0% | +214.5% | +167.8% |
| All | +165.0% | -56.5% | +221.6% | +171.8% |
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