+64.8%
XYZ vs JBLU
+5.0%
+59.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.2% | +12.9% | -15.1% | -4.5% |
| 30D | +11.6% | +11.0% | +0.5% | +8.6% |
| 3M | +8.4% | -30.8% | +39.2% | +15.0% |
| 6M | +17.2% | -19.0% | +36.1% | +20.1% |
| YTD | +31.7% | -11.6% | +43.3% | +31.3% |
| 1Y | +30.1% | -7.4% | +37.4% | +28.5% |
| All | +64.8% | +5.0% | +59.8% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling