+123.0%
XRT vs JBLU
-72.4%
+195.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -3.2% | -5.0% | +1.8% | -2.0% |
| 30D | -4.5% | -23.9% | +19.4% | +1.9% |
| 3M | -3.1% | -11.6% | +8.6% | -1.1% |
| 6M | +4.2% | -0.2% | +4.5% | +1.4% |
| YTD | -0.1% | -3.3% | +3.2% | -3.2% |
| 1Y | -3.0% | -15.4% | +12.3% | -3.4% |
| 3Y | +41.8% | -14.7% | +56.5% | +20.4% |
| 5Y | -1.3% | -70.0% | +68.8% | +12.2% |
| All | +123.0% | -72.4% | +195.4% | +148.2% |
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