+781.7%
XOM vs JBLU
-60.5%
+842.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | -4.8% | +6.6% | +2.5% |
| 30D | +4.1% | -24.4% | +28.5% | +7.6% |
| 3M | +10.4% | -4.8% | +15.2% | +9.8% |
| 6M | +13.0% | -0.5% | +13.5% | +10.0% |
| YTD | +40.1% | -3.5% | +43.6% | +35.9% |
| 1Y | +51.1% | -13.6% | +64.7% | +48.3% |
| 3Y | +57.7% | -15.3% | +73.0% | +42.9% |
| 5Y | +264.7% | -70.1% | +334.8% | +277.1% |
| 10Y | +193.1% | -72.9% | +266.0% | +191.0% |
| All | +781.7% | -60.5% | +842.2% | +578.5% |
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