+25.1%
XYZ vs JBLU
-12.2%
+37.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | -2.7% |
| 7D | -2.1% | +9.2% | -11.3% | -4.3% |
| 30D | +7.0% | +13.7% | -6.7% | +3.3% |
| 3M | +5.1% | -34.1% | +39.2% | +15.3% |
| 6M | +14.1% | -19.5% | +33.5% | +19.0% |
| YTD | +26.4% | -16.3% | +42.6% | +25.3% |
| 1Y | +25.1% | -13.4% | +38.5% | +21.9% |
| All | +25.1% | -12.2% | +37.3% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling