+547.1%
XYZ vs JBLU
-85.3%
+632.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.2% |
| 7D | -1.1% | +2.5% | -3.5% | -1.8% |
| 30D | +11.5% | +24.9% | -13.4% | +3.0% |
| 3M | +1.8% | -35.2% | +37.0% | +14.7% |
| 6M | +21.2% | -20.0% | +41.2% | +26.4% |
| YTD | +29.9% | -17.4% | +47.3% | +30.2% |
| 1Y | +35.8% | -13.0% | +48.7% | +33.4% |
| 3Y | +62.6% | -5.3% | +67.9% | +24.9% |
| 5Y | -62.8% | -75.2% | +12.4% | -53.1% |
| 10Y | +612.0% | -80.5% | +692.4% | +747.9% |
| All | +547.1% | -85.3% | +632.5% | +720.1% |
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 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