+825.7%
XLE vs JBLU
-65.7%
+891.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +2.3% |
| 7D | +4.4% | +9.2% | -4.8% | +2.9% |
| 30D | -4.3% | +13.7% | -18.0% | -7.3% |
| 3M | +6.0% | -34.1% | +40.1% | +11.5% |
| 6M | +13.2% | -19.5% | +32.7% | +13.4% |
| YTD | +46.7% | -16.3% | +63.0% | +42.7% |
| 1Y | +46.6% | -13.4% | +60.0% | +41.4% |
| 3Y | +69.6% | -1.6% | +71.1% | +44.0% |
| 5Y | +166.5% | -74.9% | +241.4% | +183.1% |
| 10Y | +178.0% | -80.2% | +258.2% | +188.7% |
| All | +825.7% | -65.7% | +891.4% | +591.8% |
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