-12.7%
JBLU vs ENPH
+8.1%
-20.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.7% | +8.2% | +11.1% |
| 7D | +24.9% | +26.3% | -1.3% | +18.6% |
| 30D | -12.3% | -5.7% | -6.6% | -11.6% |
| 3M | -44.5% | -24.5% | -20.0% | -41.5% |
| 6M | -25.7% | -3.0% | -22.6% | -28.3% |
| YTD | -21.8% | -1.6% | -20.2% | -25.9% |
| 1Y | -12.7% | +8.8% | -21.5% | -20.1% |
| All | -12.7% | +8.1% | -20.9% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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