+192.9%
XOM vs JBLU
-72.4%
+265.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +4.1% | -5.0% | +9.1% | +4.8% |
| 30D | +4.6% | -23.9% | +28.5% | +8.2% |
| 3M | +14.0% | -11.6% | +25.6% | +14.5% |
| 6M | +11.0% | -0.2% | +11.2% | +7.3% |
| YTD | +40.7% | -3.3% | +44.0% | +35.5% |
| 1Y | +52.3% | -15.4% | +67.7% | +49.3% |
| 3Y | +60.5% | -14.7% | +75.2% | +38.8% |
| 5Y | +266.4% | -70.0% | +336.4% | +291.8% |
| All | +192.9% | -72.4% | +265.3% | +176.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling