+533.2%
XYZ vs JBLU
-82.0%
+615.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | -3.5% | +2.6% | +0.2% |
| 30D | -1.7% | -27.2% | +25.5% | +8.3% |
| 3M | +16.7% | -4.3% | +21.1% | +17.2% |
| 6M | +26.9% | -8.3% | +35.2% | +26.6% |
| YTD | +27.1% | +1.8% | +25.4% | +21.1% |
| 1Y | +9.3% | -9.0% | +18.3% | +6.9% |
| 3Y | +42.3% | -21.9% | +64.2% | +21.4% |
| 5Y | -69.3% | -69.0% | -0.3% | -63.5% |
| 10Y | +586.8% | -70.8% | +657.6% | +622.3% |
| All | +533.2% | -82.0% | +615.2% | +663.2% |
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 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