-10.2%
JBLU vs ENPH
+391.5%
-401.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -4.8% | +1.5% | -6.3% | -5.0% |
| 30D | -24.4% | -12.9% | -11.6% | -23.3% |
| 3M | -4.8% | -27.1% | +22.3% | -1.7% |
| 6M | -0.5% | -15.4% | +15.0% | +0.1% |
| YTD | -3.5% | +15.0% | -18.5% | -7.0% |
| 1Y | -13.6% | -0.7% | -12.9% | -15.7% |
| 3Y | -15.3% | -69.3% | +54.1% | -10.1% |
| 5Y | -70.1% | -76.7% | +6.6% | -68.2% |
| 10Y | -72.9% | +1,947.8% | -2,020.7% | -80.3% |
| All | -10.2% | +391.5% | -401.7% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling