+505.2%
XLP vs JBLU
-58.4%
+563.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.0% | -3.5% | +2.5% | -0.7% |
| 30D | -0.9% | -27.2% | +26.3% | +1.9% |
| 3M | +3.8% | -4.3% | +8.2% | +3.7% |
| 6M | -1.7% | -8.3% | +6.6% | -2.1% |
| YTD | +10.3% | +1.8% | +8.5% | +8.4% |
| 1Y | +7.8% | -9.0% | +16.8% | +6.8% |
| 3Y | +27.2% | -21.9% | +49.1% | +21.3% |
| 5Y | +32.5% | -69.0% | +101.5% | +36.2% |
| 10Y | +101.8% | -70.8% | +172.6% | +97.4% |
| All | +505.2% | -58.4% | +563.5% | +381.3% |
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