+50.9%
XYZ vs JBLU
-15.8%
+66.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.7% |
| 7D | +2.9% | +1.1% | +1.7% | +2.7% |
| 30D | +1.4% | -25.5% | +26.9% | +7.2% |
| 3M | +14.6% | -5.0% | +19.6% | +15.3% |
| 6M | +20.8% | +0.7% | +20.1% | +19.2% |
| YTD | +23.1% | -0.7% | +23.7% | +20.8% |
| 1Y | +5.6% | -12.7% | +18.4% | +5.7% |
| 3Y | +50.9% | -12.7% | +63.6% | +26.5% |
| All | +50.9% | -15.8% | +66.7% | +26.5% |
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 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