-12.7%
JBLU vs SCCO
+43.0%
-55.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +11.2% |
| 7D | +24.9% | -7.9% | +32.8% | +29.0% |
| 30D | -12.3% | -13.0% | +0.7% | -7.4% |
| 3M | -44.5% | -6.9% | -37.6% | -42.9% |
| 6M | -25.7% | +11.0% | -36.6% | -29.4% |
| YTD | -21.8% | +30.3% | -52.0% | -33.8% |
| 1Y | -12.7% | +45.0% | -57.7% | -31.2% |
| All | -12.7% | +43.0% | -55.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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