+816.3%
XLE vs JBLU
-58.4%
+874.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +2.2% | -3.5% | +5.7% | +2.7% |
| 30D | +11.8% | -27.2% | +39.0% | +17.2% |
| 3M | +9.8% | -4.3% | +14.2% | +9.1% |
| 6M | +15.6% | -8.3% | +23.9% | +13.5% |
| YTD | +45.3% | +1.8% | +43.5% | +38.9% |
| 1Y | +48.3% | -9.0% | +57.3% | +43.8% |
| 3Y | +55.4% | -21.9% | +77.4% | +40.2% |
| 5Y | +216.1% | -69.0% | +285.1% | +228.7% |
| 10Y | +178.4% | -70.8% | +249.2% | +176.0% |
| All | +816.3% | -58.4% | +874.7% | +573.5% |
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