-15.4%
JBLU vs SARO
-10.7%
-4.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.9% |
| 7D | -5.0% | -3.1% | -1.9% | -2.9% |
| 30D | -23.9% | -12.2% | -11.6% | -16.8% |
| 3M | -11.6% | -7.4% | -4.3% | -6.6% |
| 6M | -0.2% | -15.3% | +15.0% | +9.7% |
| YTD | -3.3% | -16.2% | +12.9% | +4.7% |
| 1Y | -15.4% | -12.1% | -3.3% | -11.0% |
| All | -15.4% | -10.7% | -4.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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